The OVP relay is behind the battery, there might be a black cover keeping you from seeing it. Yes it does have a fuse(s) in the top of it. Early ones were 10 amp (red) later one might have two 15 amp (blue) fuse(s). Had to tell what part you got since you didn't provide us with the part number of the part you got. However it is not an OVP relay if it doesn't have a fuse in it. Good luck on getting your money back. Try getting your parts from here at Fast Lane. The part number I come with here is P2056-18126 which is a Fast Lane part number not an MB one.