1998 Ford Escort SE

I am trying to find the Fan Relay on this car. The fan stays on all the time and does not go off unless you turn the switch off and on a couple of times. They said it is the relay but I have to find it.

Are we talking about the cooling fan relay? If so, I just ran the entire gambit on my sisters 96 1.9 Escort LX. On that particular model there are three. I don't know if yours is exactly the same, but I will tell what I know about hers.
There are three on the 96 1.9. Two on the inside driver side fender under the air filter box. Take the three bolts out, disconnect the rubber intake hose and roll it up out of the way. Then you will see a rectangular shaped device with one bolt attaching it to the inner fender. These two relays are the high and low relays which have a rubber boot covering them. The third one was really tricky. It is in the fuse/relay center toward the firewall from the air filter box. This one is actually labelled as Fuel Inj. for some reason. I would tend to think if the fan is running all the time, it may be the coolant temperature switch. However, I would test the relay first. You can do this with some test leads and a digital multimeter(DMM), you could use a continuity tester also. I checked my sister's by taking two pieces of #12 wire crimping on female disconnects to mate to the prongs on the relay. Hook these two to the terminals marked "coil." Now take a DMM set it ohms the normally open will read OL or infinity and the normally closed should be 0 without any power applied to the relay. These being tested by putting one lead to the COM terminal and the other to the respective terminal. After you apply voltage to the relay if they are good they will test the opposite. Hope this helps.

I just want to thank sbaker5445. He was right on the money!. I too had the fan stay on in my 1.9L 95 Escort after the motor was off, draining the battery. I had diagnosed it as a sticky fan relay but could not locate it with my "book". sbaker5445 was correct in its location as in the fuse box under the hood, the relay labled as "A/C" (duh!). Those zany manufacturers! Thanks again. FranktownKC.

The cooling fan relays are inside the CCRM. If you need another CCRM I have some for sale. Here is a link to what I have.
http://www.automotiveforums.com/vbulletin/showthread.php?t=955583

Be sure to check you temperature sensors. There is a sensor that feeds the gauge on the dash and another sensor that feeds teh computer... if the one that feeds the computer (the forward one) is bad or unplugged, then the fan will run constantly.