My 98 mazda protege is continually blowing the engine control system fuse when it starts. Can anyone help.me with this?

It sounds like you have a short. My ecm fuse was blowing everytime I would try to crank the truck. The motor would turn over but due to the short I had in a wiring harness near the engine block it would not have any gas or ecm components to fire up. Mine shorted due to the protective cover wearing off and the heat and friction wore through the wires casing. I was able to find it by moving various wiring harnesses and looking for suspect wires. Sometimes a fuel pump failure can cause it so just another option to look in to.

Any sugestions on how to look for it i know nothing about cars

Check all the engine to chassis grounds. Remove and clean them all; grease the connection to avoid further corrosion and reinstall them.

Im sorry check all the what?

The electrical connections between the engine and the body. They are called 'grounds,' and if they get too corroded cause high resistance in the circuit causing it to draw more power which in turn can cause fuses to blow.