Remove the burnt out furnace fuse from the circuit board by pulling it out. Replace it with a new fuse, and make sure it is secure, then close the furnace doors.
Turn off the power to the furnace. This includes making sure the safety switch is turned off. Pull off the furnace doors. The circuit board is located inside the furnace near the bottom. Make sure to locate the burnt out fuse and keep all wires in place.
Check to be sure that the new fuse is the same type of fuse as the one being replaced. If possible, purchase a few reserve fuses to use in the future. Furnace circuit board fuses burn out easily for a variety of reasons. For example, two thermostat wires that come into contact can easily blow the fuse. Once the correct fuse type is in hand, it is time to replace.
Remove the old fuse from the circuit board by pulling it out. Insert the new fuse into the circuit board. It should pop in easily, so do not force it. Once the new fuse is in place, put both of the furnace doors back into place. Turn the power back on to see if the change of fuses was effective.