The fuses are labeled on the board such as PS1, PS2, PS3, and PS4 and so on and so on. You cont want to bridge them because if what ever caused the fuse to blow in the first place is still there and you have no protection (the fuse) because of a straight bridge who knows what damage could happen. The damn thing might just catch fire and burn your house down....just kidding. Any way it might be kind of hard to locate the kind of fuses that are on the PS2's mother board at your local electronics shop.... but then again who knows, give them a try. If you have no luck there check out this place.
http://www.richspsxparts.com
Good luck