The system appears to a power transistor module that controls fan speed at settings above low. There could be a fuse or fusible link in this module. The low speed setting appears controlled by a large resister that reduces the voltage.
There are also a 50A fusible link block, heater, ECU-8 and Cig/Radio fuses but doubt this is the problem.
Suggest you download the service manual for 2000-2004 from the link below. It is not the correct year but might be close enough.
http://d01.megashares.com/?d01=badd2e4