To change the fuse on Christmas lights, you will need to locate the fuse box, which is typically located in a basement or utility room. Once you have found the fuse box, you can open it and locate the fuse for the Christmas lights. Remove the fuse and replace it with a new fuse of the same rating. Make sure to turn off the power to the Christmas lights before you do this, to avoid any risk of electrocution. Once you have replaced the fuse, turn the power back on and the lights should work properly again.