Sometimes you can replace the internal fuse. But generally you would just replace the whole transformer since it's often more trouble than it's worth or the fuse is not easy to get to. This from what I've read here. I haven't had the pleasure.
The internal fuse should be rated higher than the external fuse. It's there as a fire prevention measure and probably a legal issue for the transformer MFG. Unfortunately there seem to be some transformers in current amps that are prone to popping their internal fuse. This is an expensive glitch for the amp owner.