1. Replace the original fuse with a cheaper one. If your digital multimeter (DMM) meets today's safety standards, that fuse is a special safety sand fuse designed to pop before an overload hits your hand. When you change your DMM fuse, be sure to replace it with an authorized fuse.
2. Use a bit of wire or metal to get around the fuse all together. That may seem like a quick fix if you're caught without an extra fuse, but that fuse could be all that ends up between you and a spike headed your way.