Changing the fuse should take care of the problem. The fuses should be labled on the box cover. On my Accord I have 3 fuse boxes, so I get confused as to what fuse it where. It could be that your bulbs have blown up too.

About the e-brake light still being on. Does it go away when you've driven around for a while. My car did this about a year ago when it was cold. After the car warmed up a bit, and I drove it around, the light would go away. One Honda dealer had no idea what it was. So I went to a 'smarter' dealer, and they said that my master brake thingie wasnt screwed all the way, he just touched around a little under the hood, and no more light ever since.
My roommate's Integra's e-brake light is on too, but we havnt tried to figure out what it is. The main thing that Ive been noticing is that the light is on when the car is cold or just started up, but will eventually go away.