The fuses are found behind a cubby door between the dash and the floor on your left. Those are the only ones you could "roll". There's another fuse of a different style, for the fuel injection, under the hood near the battery.

The rolling is just a twist of the cylindrical fuse in its holder that tends to clean the contacts at either end. It is the sort of thing VW and 240 owners have learned to do while driving, in some extreme cases.

However, I don't believe they have much to do with your lights not coming on. That is, not the fuses themselves. I have a remote starter in one of my bricks, and made most of its connections to the fuse panel, so if yours is this way too, you might check there, especially the terminals near the bottom two fuses, #15 and #16.

The first place I would look, if there are no other symptoms or lights not working, would be the headlight relay, located above the driver's left foot. Check the relay's socket and wiring for signs of overheating. The relay itself may be good, but the wiring is often in need of repair.

Take a look at this old thread, and Aye Roll's famous picture: http://www.brickboard.com/RWD/index.htm?id=706986

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Art Benstein near Baltimore