Obviously the fuse is for protection against a short circuit. A choke is usually in series with everything else so it has no way of shorting to another power line unless it is of the design I saw for the first time yesterday where a three phase choke was wound on a toroidal core.
If the insulation of the choke wire melted, what would happen? That is one way of considering how it should be connected. But to be safe, the method of disconnecting the power to some cabinet should always be the first device encountered in any system that distributes power.
Hope that helps!
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A great troubleshooting tip...."When you eliminate the impossible, whatever remains, however improbable, must be the truth." Sir Arthur Conan Doyle
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