I have a 2004 mondeo and have just found it. It is in the central fuse box at the back of the Glove compartment. On mine it is fuse 69 (map on side of glove compartment). It is a pain to get off as you have to find a lever at the back, move it and then squeeze the sides to take the glove box out. The most well hidden one I have ever found.
Andy Ellwood, November 2007