you have to test for power in relation to ground. meaning you hold the black probe on a ground point and use the red to test each side of the fuse, while holding the black on a ground point. the psp must be on.
or
simply test the fuse for contenuity. this is a test to make sure the fuse is connected all the way through. there is a setting on your meter for this, touch your two probes together the meter should make a beep sound. touch one probe to each side of the fuse if the meter beeps, the fuse is good if it don't, the fuse is bad.