95 VW Jetta radiator fan killing battery

My 95 VW Jetta overheated last week, so I added more coolant. I got home and when I came out the next day, the battery was dead. On opening the hood, the fan was running without a key in the ignition! There is a fuse just below the radiator overflow chamber that was blown, but installing a new fuse did not help the problem. I suspect a bad relay, but which one? I checked the fuse for the fan, and it still runs when the fuse is pulled.