I need a fuse 500Ma at 125 volts, all I can find locally are 500Ma at 250 volts, would this be ok to use?

Its the current that is really the most important. You'll be fine with the higher voltage. Fuses are ment to protect the amount of current passing through it as a function of the maximum voltage. Most times fuses blow because of over current, not overvoltage. You should be fine.

Chris

Thanks I just went and bought a pack.

+1 with Chris,you will have no problems....