Francis, No fuse that I know of. Remove the switch and use a continuity tester. I believe that switch is normally open. When you depress the control element, it should read short or vice versa if normally closed. Either way you're looking for a change of state from closed to open or open to closed. If you don't get the change of state, then you've found the culprit. If the switch does work, then other possibilities are the solenoid in the tranny, wiring and the like. I'm betting it's your switch.
1987 BMW 325
[This message has been edited by jeffsr (edited 04-09-2000).]