Here are pics for the 04+ owners with the same problem. I lost only speed #1 but still wanted to fix it. It is about $25 from the dealership.

The location is behind the glove box. The glove box doesn't need to be taken off just hang it down all the way. The two glove box screws are 7mm if you take it off. The resistor has two screws 8mm in size. I highly recommend using 1/4 drive ratchet because of the room (lack thereof).
**note- bigger pics in my new gallery (click on my name). And part number is 3F2Z-18591-AA.