i left the CFL’s on a dim setting not knowing this was a no no. I noticed later they had burned out and the whole room smelled like that burning electrical smell. The fan blades still turn fine but not a single one of the 4 light sockets works now. Is there a fuse inside the fan for the light bulbs or does anyone know how to fix this?
If you have replaced those "non-dimmable" CFL’s with regular incandescent bulbs and the lights still don’t work, I’d be checking the dimmer switch. You probably blew it too. Good luck in all you do and may God bless.

I am assuming from your comment that ‘not a single one of the 4 light sockets works now’, that you have tried replacing the CFLs. That being the case, I would expect the dimmer has blown out from using non-dimmable CFLs. The burning smell is probably coming from one of the components in the dimmer (probably a resistor) overheating or burning out.
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If you have replaced those "non-dimmable" CFL’s with regular incandescent bulbs and the lights still don’t work, I’d be checking the dimmer switch. You probably blew it too. Good luck in all you do and may God bless.
References :
Electrician since 1977
So far, the other guys are spot on. Non dimmable CFL’s (most of what’s out there) will eat dimmers for breakfast.
I suppose the good news (Hampton Bay is a Home Depot brand) is that you can probably go to your local Home Depot and get a replacement remote unit for about $30 that should fit in your fan.
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