Blowing the fuse on a multimeter is a pretty common mistake.
* The fuse is only for the current measurement modes, so you can still measure voltage in a meter with a blow fuse.
* In current measurement mode, the meter has very low impedance, on the order of miliohms. The impedance is through the current shunt, which looks like a bent piece of thick wire for the 10A mode and a large resistor for the mA/uA mode. Because it's low impedance, the meter can act as effectively a short circuit, so DON'T have the meter in current mode and connect it directly across a power supply or battery. You'll can blow the fuse, the power supply, or cause a fire, depending on what fails first. Even small batteries can deliver a surprising amount of current.
* If you want to measure power consumption, you typically really need two meters--one to measure voltage, and one to measure the current.