OK, well that explains something. A little research indicates it is a fuse of some kind, 60v and 1/2 amp. Never seen one of those before! It looks just like a capacitor!
Why it ate a DMD, I'm not sure. I've never known an out of spec HV section to kill a DMD. Usually, they just stop working. Actually, I'd sooner guess that it was on its way out and you just got lucky, or perhaps something got static zapped while you were changing the displays out.
Pins 1 and 2 are the only ones that are really out of spec. F602 fuses the -113 and -125. F601 fuses the +62, and the +5 and +12 come from the driver, they just pass through the A/V board.
Both of those boards could use a HV section rebuild. How are you with soldering and using your meter? The parts aren't expensive, but if the board is already hacked, you might want to send them out.
A HV section rebuild isn't difficult, or even all that time consuming. But the A/V board is a $300 board, so it's not a good one to learn on. A good board to learn on is one in an old electronic device from a junk store.
The parts to rebuild are $5.50, but you'd want the 80 cents worth of caps while you're at it, they often go bad on WPC-95s and make the display 'roll' like an old television
http://www.greatplainselectronics.com/proddetail.asp?prod=WPC95-HVP-KIT
You'd need a temp controlled soldering iron, some sort of desoldering tool, a meter with voltage and continuity tests, a pair of dykes, some 90% or better IPA (isopropryl alcohol), an old toothbrush, thermal paste, and the ability to read a schematic.
Again, if you don't know what you're doing, or are uncomfortable, this is not the board to learn on.