Find the air handler, that's the part that puts the air in the house.
Look for a three or five amp flat fuse. If it's popped then replace
it, if you do not find any fuse then replace the transformer. When you
replace the transformer make sure you put a 3 or 5 amp fuse inline
with the red 24v side of it.

Thanks, the only fuse I've found is this:

http://host1.publiquik.com/bussmann_..._GMQ_photo.jpg

I cannot see if it's popped since it's got a laminant over the glass.
It's a BUSS fuse, not a flat fuse (like cars use).