I have this problem too - though I haven't checked the fuse yet (I will when the rain stops...). Apparently, it's usually due to a circuit in the ignition switch failing, which can be expensive to fix, but there's a work-around here:
http://groups.google.com/group/uk.rec.cars.maintenance/browse_thread/thread/3673aa45a37d91c5
AndyH, November 2009