The primary fuse acts with other secondary safety systems which may be within the transformer, whilst the primary fuse is fitted to the outside of the transformer.

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http://www.sandc.com/webzine/040703_1.asp

Overcurrent Protection of Transformers — Traditional and New Fusing Philosophies for Small and Large Transformers. Part IV.
From
The method for establishing coordination between the transformer primary fuse and the main secondary protective device is essentially the same as that described previously for a feeder circuit breaker or fuse, except for the handling of the current margin (or equivalent time margin) for the phase-to-phase secondary fault not involving ground on a delta-wye connected transformer.

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Note added at 2 hrs (2006-05-15 17:19:25 GMT)
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Jefferson's Electrics Specialists in Transformers since 1915

Circuit Breakers

Circuit breakers are designed to react to a fault by making a physical separation in the current carrying or conducting element by inserting an insulating medium.


Fuses

The most common protective device in use, the fuse is basically a circuit breaker that works only once and then must be replaced.

(If the fuse blows you know you have at least a serious problem on your hands)