To change the fuse on Christmas tree lights, you will need to locate the fuse box. This can usually be found on the side or back of the tree, near where the lights are plugged in. Once you have located the fuse box, you will need to remove the cover to access the fuses. The fuses will be located inside the fuse box and will be labeled as to which fuse is for which section of the tree. To replace the fuse, simply pull out the old fuse and replace it with a new one. Be sure to turn off the power to the tree before replacing the fuse.