The fuses on your Christmas lights should be located on the end of the wire, where it connects to the outlet. To open the fuse, simply remove the cover and look inside. You should see a small, metal wire inside. Using a small screwdriver, carefully bend the wire outward until it breaks off. This should open the fuse and allow you to safely remove the lights. If you're having trouble finding the fuse, you can also try checking the back of the light strand or checking the manufacturer's instructions.