Slightly applicable, had this happen in a Nissan. There's a sort of 'card'
in the Nissan that acts as a resistor at the various settings, thus limiting
the current to the fans, making them blow less.

Maybe something similar in the Focus as gone? Figures.

Just fixed this on my 2001 X3 (US model) for about $15.

You will have to remove the glove box.  To the left of the blower housing
you will see a couple of wires running to a blue or black plastic rectangle
about 2" by 1", mounted to the fire wall with one bolt, if I remember right.
This is the piece you need to replace, called a variable resistor, I
believe.  I was told this is a dealer item only, so go to your dealer's
parts counter.  If you lose your high speed before you get this fixed it is
probably a fuse in the engine compartment as well.  Your owners manual will
tell you which one.
UK models may be a different setup.  Someone earlier in here said the
resistor (thermal fuse) was in the blower housing.  I don't know about that.
Google thermal fuse for this group and find more on the topic.

The most likely cause is that the thermal fuse in the ventilation motor
resistor pack has blown.  The speed of the motor is controlled by three
resistors with an in series thermal fuse. The fourth position (full
speed) just switches the motor straight across the 12V - with no series
resistors or fuse.

See
<http://www.amac.f2s.com/Focus1/>

It is not unknown for the switch to mechanically fail but this is less
likely.

Previously posted is the DIY method of fixing....

<http://groups.google.com/group/alt.autos.ford.focus/browse_frm/thread/8d
f6d00fc2e31aa7/980a3e02b805a21d?lnk=st&q=thermal+fuse++f2s+group%3Aalt.au
tos.ford.focus&rnum=1&hl=en#980a3e02b805a21d>