Hey Mario
You are allready listening to your CD95 which is fused.
The transformer has a built in thermal fuse which is not get- at- able, at least with an external fuse and holder you can bypass you household insurance and hard wire it!
All manufacturers have to meet code, hence the fuse. I don't blame Zenelectro in placing a fuse on the mains 240V side, here it does least harm but can always be improved upon by spending a tad more to replace it with a mini circuit breaker which senses current draw, these stay out of the way (unlike fuses) until they really need to kick in, then you have a problem!
So don't panic Mr.Mannering, resetable circuit breaker to the rescue, available at all good outlets of Farnell RS etc for low bucks
That's what I use.
V