It's a quad line ferrite bead, hence the component designation FB1 or FR1. This is not a fuse but a filter component working similar to an inductor.
Same type of component at this one from Steward, but not nessesarily the same specifications:Ferrite beads are similar to inductors in some ways but work especially in an area that is parasitic for general purpose inductors. They essentially act as a high impedance, or "resistor" to high frequency EMI/RFI electronic noise. The absorbed energy is converted to heat and dissipated by the ferrite, but only in extreme cases will the heat be noticeable.
The above mentioned Steward 29F0429-0T0-10 is sold among other places at these two online shops:
Just replace the burnt wire inside the ferrite bead with a new one with the same gauge, you can use the lead from a resistor or similar. And make sure the PCB tracks are not burnt away too or make sure to repair them by soldering some wire on top.