Its the blower motor resistor, a common issue, there are a several threads on here on it, you can do a search.
Found this from one of the threads:
It is located behind the glove box. Open it, then push in on the sides near the dashboard, and the glove box just kinda drops out. Behind it you will find the resistor. I think it's the only electrical connection there so it's hard to miss. Unplug it, take out the two screws holding it in, put the new one in place and screw it in, plug it in, done.
Pretty common problem with our beloved Proteges.