Make sure your control (switch) power is fused too. I have seen few installs where the person did not think it a big deal to fuse that line or had fuse with too high a rating, and went it shorted out it did some damage.
I like to ground side switch my relays, this way I am not running a positive line all the way from the dash to the relay. If the wire chaffes it won't short out, just ground out and all that does is leave the load (lights) on. Might get a dead battery, but alot less potential for melted wires. It requires a few changes to the included harness, but it is not too difficult.