If you can't get it to run at all, make sure to check fuse F107 behind the glove box.
This is not the fuse that power the fan, according to newtis and the manual. It is the fuse that powers the fan in 2004 and later cars -- however, some 2003 cars appear to have switched over without proper documentation. There are two of us on this forum that have had fuse F107 blow and cause an inexplicable failure of the fan, only to find that fuse F107 was actually powering the fan.
Just throwing that out there if you can't get it to turn on at all when you turn the AC on. (Post #10 here:
https://xoutpost.com/bmw-sav-forums/...continues.html)