sorry about my "fugly" description.

When you take off the back cover (be sure to take out the cyrstal as well) you will see that the top part houses the joystik mechanisims and the lower part houses the circut board. The fuse should be located near the middle and twoards the top of the circut board. it is held in by a little metal clip on each end of the fuse. If you have little baby fingers you can just use your hand. But I took a tiny screw driver and poped it out. But be careful not to damage anything if you do it that way.

Now once you have it out hold it by the little metal caps on the ends and bring it up to the light. If it's NOT burnt out you should see a little wire that is going straight from one end to the other (it should be taught, not loose). But if you do not see the little wire or you see it but it looks burnt or broken then it is burnt out. So just bring it to your LHS and show it to them and they should have a replacement.

Hope this helps!