Heater/Ac Fan

The Heater/AC fan on my 02 S-type 3.0 will not shut off. It seems to work fine as long as the Heater or AC is on (High to low) but when I turn it off,it sounds as if the fan goes to high with the vents close. It does go off when the ignition is switched off. My first guess was a bad relay. My owners manual show the fuses but ignores the relays.
Can someone help me out.
Thanks
Billy

You know what, someone has to really look into the problem if you havent all ready. Jaguar Dealership is the best.

Scott