The Glow Plug Relay/Controller has a Metal Strip Fues. The Strup Fuse can of coures melt if there is a short circuit but it can also crack.
If you have never owned a vehicle with a Diesel Engine before I would advise taking a look at the below links and learn what it takes to bleed the air out of your Fuel System. If the Air gets between the Fuel Injection Pump and the Injectors in the Fuel Injection hard Lines/tubings it is easy to deaden you Battery trying to Crank the Engine long enough to get the Air out.
The above can happen if you run out of Fuel or if when you change your Fuel Filters you do not Fill them with Fuel or use the Hand Primer to pump Fuel through the system.
DIY Repair Links
http://www.peachparts.com/shopforum/diy-links-parts-category/
http://www.peachparts.com/Wikka/DoItYourSelf