I just installed a Hampton Bay with light kit and no remote. I connected white to white, black to black, blue from fan to red from house. Fan has pull chains for fan and lights. Light is also controlled by wall switch. Light work for 2 minutes but stopped after that. The fan still works. I checked all the wiring appears to have good connection. I also tried to connect black and blue from fan to black from house; still no lights. Is there a fuse or something in the light fixture that could cause the problem?

No. Check all connections. If you have a voltage meter/tester, check to confirm if there is still 120vAC between red and white. What sort of switch is on the lights?

General ceiling fan troubleshooting and help FAQ- Ceiling Fans N More (http://www.ceiling-fans-n-more.com/ceiling-fan-general-troubleshooting-and-FAQ.php)