It only works on high because that is the direct wired connection to the fan so naturally you get full fan. The slower speeds use a resistor network.... different sized coiled wires if I recall correctly.
It costs around $15 and is usually located on the engine compartment firewall near the heater core hoses. If it uses the same design as my Crysler minivan (very likely), it's about 1" by 2.5" and you'll need to push in two spring clips on the short ends of the unit to release it from the firewall. The whole unit will then come out. Often the harness is partially melted and will need to be repaired. This info is based on what I found with my 96 Plymouth Voyager. Hope it helps.
Good luck,
Jay in MA