unplug the wire to the motor. Then replace the fuse, and try all settings on the switch.
If the fuse doesn't pop, the fan motor is bad. If the fuse pops, its the relay or wiring
If the fuse pops with the motor unhooked, leave the motor unhooked, and unplug the relay. then replace the fuse and try again
if the fuse pops at this point with the relay and the motor unhooked, there's a wiring problem. probably a short where a wire chafed and shorted out to ground. Since the fuse doesnt pop on every switch setting, the problem should be between the switch itself, and the wiring out to the relay and motor.