There is an additional potential reason for adding in a resistor in parallel - avoiding in-rush current - consider if one one side of the fuse is a powerful battery or voltage source, and on the other has a relatively large discharged capacitor - if you connect it directly, then the current flowing into the capacitor to charge it will be quite large - whereas if you have a resistor, the capacitor can slowly charge through the resistor, and then when you place the fuse in, there isn't any voltage across it that could cause it to instantly blow.
I'm adding this comment to the answer about 5 years on BECAUSE there are potential safety issues which readers should be aware of - RM
This could work BUT would be a very bad idea 1n many cases.
A blown fuse is USUALLY a very good indication that the circuit is unpowered.
A removed fuse even more so.
This action makes neither of the above true in some cases.
The circuit is "live" with the fuse blown or even removed.
In most cases if there was even minimal load then a resistor in parallel with the fuse of high enough value to be safe would not allow the capacitor to charge.
However, with eg a photo flash this MAY work depending on other circuitry - with possibly lethal results. The capacitor could be at high voltage with the fuse blown or removed.