Look at the Blower Resistor and the connector going to it - held in by 2 screws next to the blower fan in the heater/AC plenum. Either the coils of the blower resistor have fractured or the connector to the resistor is corroded. If needed, you can pick up a new resistor for under $20 at the dealer or auto parts store.

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2003 FX4 Level II, Supercharged 5.0L V8, Headers, Duals
BW4406 manual transfer case, Aussie Locker, Torsen L/S, 4.10's
Bilstein 7100 rezzies, Cadillac/Mustang rear discs, Duff traction bars
Keypad Entry, Lock LEDs, ABS switch, sway bar discos
Heated seats, Explorer EATC, Trip Computer and consoles

2003 XLT 2.3L M5OD-R1 reg cab, 2011 Taurus SEL, 2016 C-MAX Energi Plug-in Hybrid