Ah, found it!! I suddenly thought you may be talking about left hand drive (and I'm in England-RHD)!
Looked in the passenger side, behind the glove box and there it was, clear as day!
Unfortunately the fuse is perfectly intact.. so I don't know what the problem is. I might have to take it back to the dealer to have a look as I only bought it Friday!
RobJenx, May 2010