Remove other lights attached to the strand. Examine the strand for broken bulbs or a frayed cord. If these are present, the fuse may not be the problem. Look for the end with the two plug prongs.

Toaster, hi-fis, lamps, presents from abroad ... why is it that so many of them still seem to come without a plug - or with a plug that would be perfect in Europe, but won't fit into a good old UK ...