I forget the official term for it, but if you look under the hood and go to the heater box, you'll see the blower motor and there is also a "thermal coil pack" that is inside the housing of the heater box. Just follow the wires to it (usually 3 or 4 that go into a plug) and unplug it, then take the coil out (usually 1 or 2 screws). If you look closely at the unit you'll see a few coils of wire that have different thicknesses. Each one of those coils is for each speed of the fan, and if one of those coils has a break in it, that circuit will open and fan will stop for that particular speed. Check this first.
The Hauler - '05 F-350 4x4 CC Dually 6.0 Powerstroke
The Project - '90 Ford Bronco 4x4
The wife's - '11 Ford Escape
For every minute you are away from work...you can add two minutes to your life!