Near the fan, mounted in the ducting there will be a resistor pack (since your version has four discrete speeds rather than being electronically varied). Look in the left-side footwell - I think it is there. This resistor pack, or its connections, will be the problem. Look for a melted plug - if you have got there in time you'll be able to clean the terminals with a small wire brush and restore function. If the plug is OK then the resistors themselves have failed or more likely the thermal cutout. Consider bypassing the thermal cutout with a piece of wire. It is, after all, in the airstream so very unlikely to overheat.
-Alex