Yes, a microwave has at least one fuse, for the transformer that powers the magnetron, and it may have other fuses.
That main fuse is a special type (high rupturing capacity and probably specific overload vs. blow time characteristics) and it's safest to use an exact replacement from the manufacturer.
Even if you replace the fuse, if the problem (that caused the first fuse to blow) is still present, the new fuse will blow too.
The fault causing the fuse to blow could be many things, ranging from small and cheap up to big and expensive - the high voltage transformer or the magnetron.
I suggest you should take it to a professional repair shop, and ask them to look at it and give you an estimate.
My standard warning about microwave ovens:
A microwave oven with the cover removed is potentially extremely dangerous, much more dangerous than mains voltage. The high voltage and the high available current in the magnetron supply will very probably kill a person making any electrical path to it; this _has_ happened. Get it serviced professionally and stay alive!
Kris Heidenstrom - kris at heidenstrom dot gen dot nz
June 2010