How many lights and watts?
watts/voltage = amps
I'm guessing you have 55watt lights and 12v is a bit low but close enough.
If you have four lights, your pulling ~18amps. Thats all before you look at wiring (resistance) and other factors.
Is your wire getting hot any where? Do you have a good ground? Things need to flow both ways, don't just run a fat + and smaller - wire. Run them both the same size and use as short as possible ground wire.
I'd check every things couple of times and make sure it's all connected tightly.
Other wise, try Galen's suggestion. Rewire the system and try a 20 amp fuse. Don't just drop a 20 amp fuse in there now, you have a problem somewhere that needs to be fixed first.