Len, it seems silly to have two fuses in series. That's what I thought 'way back when they started doing that. But if you have the meter set for measuring resistance and you connect it across a high-energy circuit (e.g., the incoming 460v 3-phase to a motor controller), the little fuse will blow. However, because it's voltage is exceeded and the fuse element is little more than conductive, vaporized metal, it will continue to conduct a high current. If that's all the fusing the meter has (i.e., it's not rated for CAT I, II, III or IV), the meter will likely explode in your hands, taking your face along with it as a souvenier. With the 600-volt fuse in series in that condition, it will then blow safely, protecting the world from total destruction.
Usually its just the little inexpensive fuse that blows because you're usually not working in a high-energy circuit.
Dean