You can also go and push/jiggle each light bulb and sometimes that'll get the connection back. You can also find the bulb closest to the outage and replace it with one of your extra bulbs that come with the pack of lights. If the bulb closest to the fuse is out then you could also have a bad fuse.
If they're Walmart lights then they just flat out suck and you should try to return them. Every strand I've bought from Walmart are broken in less than a year.