My fan for the heater and air conditioner has 5 speed settings. the first 2 do not work at all the other three work fine is this a fuse problem

No the fuse is good or it would not run at all. You have a defective Blower Motor Resistor Pack. It will be located behind the glove box, behind the passenger kick panel, or somewhere near the blower motor. Purchase the part so you will know what to look for.

You'll also want to purchase a new harness (pig tail) along with the resistor. The pig tail is usually the problem, something with the connectors and ground...gets hot and melts....if you just put a resistor in, you'll probably just need another one down the road. There are sites where you can buy the resistor and harness as a kit, easy to install, and cheaper than GM. GM harness (its only a connector with about 8 wires 12" long) is like $100, you can buy an aftermarket kit for $80 with the resistor. less than a 30 min job. This is a common problem...been there and done that. The resistor is located right by the blower motor by the passenger kick panel, it's held in with two 5.5mm screws if I remember correctly.