Uru and Mark are right. But using a too-small-value fuse could cause the fuse to blow when there is nothing electrically wrong.
Using a too-large-value fuse defeats the safety protection of a fuse. In the event of a malfunction, fire can result.
As a result, use the properly indicated value fuse.
One exception: I had purchased an cheap Chinese tube amp that used a transformer that could be used for either 110V or 220V. It had a 2A fuse for 220V operation, which blew immediately. For 110V, it needed a 4A fuse, because when you halve the voltage, you double the current to get the same power. That fixed it. But this only applies really in this case, as there was no documentation.