HVAC fan on high with switch off on 2001 Saturn SC2

My HVAC fan suddenly went to high with switch off. It stays on high while car is running. Never changed/tested a relay before. Any help?

Asked by for the 2001 Saturn SC2
Using a ohm meter (usually a setting on a volt meter), test prongs 86 and 85. If it read open, it is bad. Or take a 9 volt battery and hook it to these terminals. If you hear a click, it is good. If not, the relay is bad.