Rhapsodi -- As you can gather from the preceding responses, whether or not the orientation of audiophile-oriented replacement fuses is sonically significant is a matter of, um, some controversy. Whatever the case may be, though, the statement you quoted is complete nonsense. You will not damage your equipment if the fuse is installed in the "wrong" direction.
Why not try it both ways yourself, and report your findings as to any sonic differences you may perceive?
Of course, for your assessment to be meaningful you'll have to be careful to allow enough time for the equipment to warm up properly following being shut down for the fuse reversal, while not allowing so much time that extraneous variables may come into play. Such as changes in ac line voltage or ac line noise conditions; changes in room temperature; changes in ambient emi/rfi conditions (perhaps caused by digital equipment elsewhere in the house being turned on or off); differences in volume control settings; on-going burn-in or aging of system components; the vagaries of aural recollection; the fact that additional detail may be perceived upon a subsequent listening to given source material that was not perceived during a previous listening, even when nothing has changed, etc., etc.
Best regards,
-- Al