had exactly the same thing the other morning, and all sorted now.
in case you wernt aware, for the blower fan, speeds 1-3 are via the resistor pack and fed from the fusebox inside the cabin, under the steering wheel.
fan speed 4 is fed directly from the 30a fuse in the engine bay fuse box, but if this fuse has blown or is removed, this will only affect speed 4 on the fan, the other three should work correctly (unless there is a fault with the fan that has blown this fuse!)
if all speeds 1-3 dont work, you have a duff fuse, and this needs replacing (plus probable repair to the resistor pack, or wiring that caused the fuse to blow)
anyway.......
my problem was that the fan had failed COMPLETELY, not just 1 or two speeds knackered.
the problem on mine appeared to be the fan had jammed.
This had blown the speed four fuse under the bonnet, but due to the resistor packs, the supply via the three speed resistor pack was still there.
To see if your fan is jammed in the same way, turn your lights on and turn your fan switch on. If you look at the dash clock illumination, this is the easiest way to see the difference.
If the fan has jammed, speeds 1-3 will cause the lights to dim slightly, as the fan is drawing a higher amount of current (do not do this for long, as you can burn out the resistors if left like this for a few minutes or more!)
Turning onto speed four, will probably have already blown the fuse, so when you goto speed four, the lights will increase back to normal brightness, as will turning the switch back off again.
Once i knew the motor was duff, i removed the motor from the housing (you can JUST about do this from the drivers side footwell!!!), and cleaned it all out, plenty of oil and compressed air.
To remove it, just unplug the two pin connector (black and green wire) and remove the three philips screws and pull the fan out. You can only see two of the three screws, but you can "feel" the third one, so removing and re-fitting is literally a 5 minute job each way.
While the fan was out, I also cleaned out the crap that has gathered inside (sweet papers, dust, crap and grit) that may be the cause of the jam, but mine appeared to be sh1t jammed in the motor brushes.
Good luck....