if it's the same in 6 cylinder cars as it is in the 4 cyl's (which it may not be), it's under the hood, along the right (driver's side) fender. it's about mid-way between the battery and strut tower. it's a 25 amp spade style fuse, and in mine you can see the top of the fuse in the holder.

mine wouldn't start for a week, checked everything else, and it turned out to be this thing. same symptoms. if it has failed, odds are it's not the fuse blowing, but from corrosion. the open fuse holder and close proximity to the outside contribute to this. i bought a new fuse holder (one of the nice weatherproof ones) but it's still in tthe box in the trunk. all i did was scrape the inside of the holder out with the old fuse, inserted the new one, and it's been fine ever since. oh, and if the fuse doesn't come out, it's not because it's attached some other way. i started to disassemble (break) the holder before i grabbed it with a pair of channel locks lengthwise. it came right out.
good luck, tell me how it works out, and if this even applies to the 262