Car battery

I have a little fuse box on my positive battery cable and my cables are carotid and I need to change them. Do I still need to replace the fuse box too or can I just change the cables? I don't have a stereo system or anything. I've never seen a fuse box on a battery cable before and have asked a couple auto stores and they don't know what to do either. My biggest concern is that I'll get ride of it and my lights won't turn on or something? Please help!