Sounds like you've got a poor contact between the fuse box and the actual fuse. It will spark as you are trying to draw a lot of current through the connection, the fuse will also get very hot as the poor contact will be acting like a resistor. Try to get to the contacts in the fuse box with some long-nose pliers and close-up the contacts a bit (make sure the ignition is off first though), if pliers wont fit a small flat blade screwdriver may do the job. I'm assuming you have the blade type fuses in your fusebox here.
Tobz