How do I get my car lighter in my Saturn SC2 to work it's got to be a fuse right?

It COULD be a fuse, but generally there would be other electrical components on the same circuit so you'd see other components that weren't working. It could also be a poor electrical connection somewhere between the lighter and the power source (fuse panel, junction connector, etc)

But I'd check the power TO the lighter first. See if the power wire is "hot" before you waste a lot of time chasing down what might be a non-problem. If it's just the socket, they're easy to replace.