I have a DeLonghi DMX10 microwave which blew the same fuse. The fuse itself is inside an insulating plastic tube, but the whole assembly has to be replaced -- you can't get just the little glass fuse, unfortunately. A new one will cost about a tenner from anywhere that repairs microwaves, but make sure it has the correct crimp terminals: should be 6.3mm. for the txr. and 4.8 for the cap. I took the old fuse assembly in with me and got the sales assistant to fit me the right terminal.
I was a bit worried in case the magnetron was faulty and that was what had killed the old fuse; but the new fuse hasn't blown yet so it was probably just fuse fatigue. When you use your microwave on anything less then full power, the magnetron is being repeatedly switched on and off; and this probably isn't doing the fuse much good.
AJS, December 2008