Usually there's a little thermostat, heated by a wirewound resistor across the motor terminals. This thermostat connects the fan motor to the Live (not the switched) side of the switch. When the switch moves to the off position, the resistor is dosconnected, cools and allows the thermostat to open up its contacts again. Sounds like the thermostat contacts could have welded together. It should be open circuit when cool, closed when hot. Careful!!! The fan always has one wire Live unless you pull the fuse!!!
bwriter, October 2006