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The problem will be a thermo fuse has blown and needs to be replaced. If you have an ohm meter you can take the cover off and check them. However there can be very high voltage present in some of the components, so you need to be very careful. If you can get me the model number I can get you more info.
Yes you can get this part at the appliance parts store and do it yourself. There are 3 or 4 thermo fuses in this model. They look like the one pictured here.
I doubt all 4 would be bad, but you would need to see which ones have continuity. It looks like they range from 9 to 50 dollars. You will need to take the microwave down first and then take off the outer cover, which is # XXXXX in this picture.