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Every manufacturer seems to do it a little differently but if there isn't an obvious fuse receptacle on the outside of the unit and you can get the cases open, check on the circuit board, usually near the point where the power cord comes into the unit, for one or two fuses. Some units have a single fuse for the incoming power, some have one for each channel and some have none at all.
If there are fuses they'll usually look like a small glass tube with metal caps on each end. The metal caps will be held at each end in a metal clip. Pull the fuse up out of the clips to check it. Try not to pull too hard on the cener of the glass itself since it's possible to break the glass. You may have to pry one end up carefully with a small-bladed screwdriver or something similar.
You might be able to tell by looking whether the wire inside the tube has melted. If there's a black or brown smudge inside the tube that usually means it's blown.
The only way to really tell, though, is by using an electrical continuity checker. Sometimes a fuse looks perfectly fine but the connection has been severed just inside the cap.
If you determine the fuse is blown, take it to Radio Shack or any other electronic supply place and get an exact replacement. The correct amperage and voltage are imprinted on one of the end caps of the fuse and may also be printed on the circuit board next to the clip that holds the fuse.
Even if you figure all that out you may still have a larger problem. Something caused the fuse to blow and if the replacement fuse blows immediately, you'll need to take the unit in for repair.
Sometimes it's a one-time event, though, caused by shorting speakers terminals, a surge, static electricity or just the failure of the fuse itself. It's usually pretty easy to check the fuse or fuses and with a lot of repair shops wanting $85 just to open the case, it's a smart thing to do first.