Fuse problem

A fuse doesn't want to seem to stay in the fuse box. I put it in the fuse box but it feels like there is nothing in that slot to hold it so the fuse won't stay. What do I do if there is a connection missing for that fuse or the fuse won't stay in the fuse box?

Did you notice a problem when you took the original fuse out? Or (don't take offense to this) are you sure you're putting it in the correct slot? I noticed that my fuse boxes are actually backwards compared to the diagram in the manual, so you have to pay close attention when taking fuses out.