I posted this question some time back and no one could help me. I had a dying blower motor, so I replaced it. When I installed the new one it took right off with the heater/ac off (0 position) and the key out of the ignition. The only way I could get it to turn off was to either pull the fuse from under the hood or unplug the harness from the blower. I ended up installing a toggle switch into the blower wiring harness so I could have heat in the winter(only high speed, but better than nothing). So I'm ready to try and tackle this problem again. Does anyone have any idea what would cause this to happen? I replaced the part that controls the speed but no luck. Please help.

Richraeder,
I'm having exactly the same scenario with my '96 850! You're the first person I've heard mention this. I've replaced the resistor and the dash speed switch, both did nothing. My next suspect is the electrical portion of the ignition switch. I also have the little lights on the climate control panel that light up when the car is running but the headlights are off. When I turn the headlights on the little lightbulbs on the climate control panel extinquish. These two systems are not related and the only common denomiator that I can think of is the electrical switch that is triggered by turning the key. This has ceased to be a fun adventure and has begun to be a real pain in the nether regions.
Thom