My brake lights stopped working last night?

Forget the fuse there isn't one.

The switch to which your referring is the brake switch. It is what the Mercury uses to tell the system that the brake pedal has been compressed and allows the shifter to disengage.

I actually have mine in my hand right now, as it also controls the problem with my Cruise Control not working. Currently I am looking to replace it tomorrow, as not having it working, makes the car unusuable.

When you do replace it, take a couple of pictures of how it is set up underneath on the brake pedal. If you don't have any idea how it was, it can be a pill to put back. I can tell you to pull out the green clip/pin thing, slide the white washer off, and the switch off the pedal stud, then un clip the switch from it's dongle, and make sure to save the black washer that is inside the brake plunger hole that goes to the brake piston. Having a photo of how this looked before you take it apart goes a long way towards getting it back together again in a short time.

Let me know how it goes. (Give Feedback)

Oh one other thing to note. Make sure you haven't also cut the wire(s) to the dongle that goes to the switch. I did that once, and replaced the switch for no good reason, only to find out the wire above had been clipped accidentally.

As I've also found out, there are 2 switches that work in tandem with eachother. One is the plastic thing you described in your question and the other is the one that I have included a picture of.

This one is available at any AutoZone for around $8.