The switch could have a short in it and that would be the same as having it on all the time. Is this the only way your fan has to come on? If so, easy test is to take the wire that goes to the fan off and use a voltmeter to check for voltage at the output terminal of the switch. With it in the off position there should be none. If you also have a thermostat which will bring the fan on at a set temperature, make sure that isn't the problem. I had both on my car when I had it and never had any problem.
Ron
