To change a fuse in a fuse panel, first turn off the main power fuse to the fuse box, which is likely located in another small box next to the panel. Place the large lever switch into the off position by pulling it down. Remove the affected fuse from its socket using pliers and gloves, turning the fuse counter clockwise to twist it out if it is melted.
In the bottom of the socket, remove the small slotted screw with a screwdriver, and set it aside somewhere safe. Using pliers, pull the socket away from the panel, leaving the wires behind it exposed. Twist the socket around, and find the two screws anchoring the wires to the socket. Loosen the screws, and release the wires.
Grab the new socket, and wrap the wires around the new screws before replacing the wires behind the panel. Move the new socket into place, and use the small slotted screw to mount it tightly. Add the new fuse.
Turn the power back on, and test the lights or the corresponding outlets for the new socket. If there is no power, check the wire connectivity again. If the light or outlets cause the fuse to pop or catch fire or if the power does not come back on, consult an electrician.