Whether your car has one fuse box or two, it will have one underneath the dashboard. It is usually located just in front of your left knee if you're sitting in the driver's seat. We recommend using your hand to replace the fuse as it will take much longer using your knee. The fuses will be hidden behind a plastic cover, but it's usually marked clearly. Open the cover and you should see a row of different colored fuses sitting nicely inside. You will also probably (hopefully) find a diagram on the cover that shows you which fuse goes to what.
Most cars even provide some spare fuses and a little fuse puller that you can use to remove a blown fuse and insert a new one. In the case of your headlights being out, find the slot on the diagram that indicates the headlight fuse. Grab it with the fuse puller (or our fingers if you have no puller) and pull it out. If it's blown, you'll see a melted "bridge" going between the two blades. Trust me, you'll know if it's blown. If it's not blown, and you know you have located the right fuse, you'll need to either get down to electrical analysis or take your car in for repairs.
Find a new fuse in your spares, or if you have no spares get it from the spares you bought. Be sure to use the same amperage fuse. They are both color coded and imprinted according to amperage, so if you install the same color fuse you're golden.
But there's no headlight fuse on the diagram!
Don't fret. If you don't see the fuse you're looking for under the dash, you probably have a second fuse box under the hood. Read on.