Check connection to blower resistor
The blower motor resistor is actually located directly beside the blower motor, and has a rectangular connector attached to it, with I believe 6 wires going into it. It is held on by 2 screws which are easily removeable. While the resistor is what gives you variable speed, these units don't tend to fail, and if you actually look at the internals, you will see why. They are built tough, out of discrete components, and if it is broken, you will physically see it.
Typically, what will go wrong with this arrangement is that the connector to the blower motor resistor will start corroding internally, and you won't know there is a problem until it stops working. At that point, you try to unplug the connector, and it doesn't want to let go. This is because the corroded connections have practically 'welded' themselves to the resistor unit. This happened to my first explorer, as well as my F-150 (they both use the same part).
My best advice is that if the connector won't come off, don't destroy the resistor trying to unplug it. A lack of patience will cause that to happen. If they can't be separated, dray a diagram of which wires go where, and snip them off. Remove the resistor, and break apart the connector around it. If you happen to have access to a good connector (from a parts-car) then you can solder it on with some shrink-tube and you are all good. If not, you can use appropriately sized female spade connectors, and just be sure to put the proper wires back to the proper pins. Either way you go with the fix, be sure to apply dielectric grease to the terminals. It will prevent moisture from corroding it again.
I hope this was of help.
Brutus93