To replace a fuse in Christmas lights, follow these steps: First, unplug the lights from the outlet and wait for a few minutes to allow the electricity to discharge. Then, locate the fuse box or fuse holder in the wire and remove the old fuse. Next, find a replacement fuse that has the same rating as the one you're replacing. Make sure the fuse is in good condition and not damaged or corroded. Finally, insert the new fuse into the fuse holder and replace the cover. Test the lights to see if they work properly before plugging them back into the outlet.