Heater/AC not working in girlfriends Couager?

My girlfriend drives a 2002 Mercury Cougar, and several months ago the Heater/AC stopped blowing out air. When it first stopped, we noticed a burning smell for just a second or so, then it stopped blowing. When on defrost, you can feel hot or cold air coming out, but it isn't blowing out at all. Already checked the fuses, would it be the fan? Or something else? If it is the fan, where do I locate it? Any help would be much appreciated.