I have a 2007 Mercury grand marque that has the heater/air conditioning fan that runs on high all the time. the other functions on the system all seem to work fine. I HAVE ISOLATED THE CIRCUTS BY REMOVINE THE BLOWER FUSE AND THE RELAY AND THE FAN STOPS. IT HAS THE ELECTRONIC TEMP CONTROL MODULE ON IT, THE BLOWER DIAL SEEM TO MOVE OK. I'M THINKING IT MUST BE THERE
In most cases the relay is stuck internally and replacing it should fix your issue. You can swap it with a "like" relay for testing. If this does not cure what ales your vehicle, then the only thing left is the module itself.