They do this when there's a fault - house fuse to protect house wiring and a potential fire - equipment fuse to protect the equipment from destruction.
Too much current = fuse blows. OK to change fuse once just in case it might have been a "tired" or defective fuse which is very rare - but to keep changing a fuse is futile - just gets you a big pile of blown fuses. Best to investigate to understand why.
You do not mention which fuse - what rating or equipment make & model.
Peccavi, June 2010