relay

I have a 95 lumina apv. The heat does not come on! It did a few times when I hit a bump, but that's it. I checked the fuse, replaced it and no dice. Everyone tells me to check the relay. Where can I find that and what do I do with it when I do? Please help, it's freezing in there!

Does the fan come on at all? Like can you feel any air coming form the vents?
Sounds to me like you got a bad connection or the blower motor is shot.