Pull the trim around the door handle out at least one inch to release the catch/hook that holds the arm rest switch plate in place. Same all doors.
Then lift the panel containing the switchs and disconnect the wiring plug.
Squeeze the plastic clips on the switch and push it out from the bottom.
Driver's switch is different. The other three are identical, so you can swap switches to determine if the switch or something else is At Fault.
spray your door latches with wd40.
Its the blend door. It happened on my 98 Mercury Mountaineer. The motor shaft and the door have separated there is an easy fix look up blend door fix for 98 Mercury Mountaineer it just needs a small finishing nail and done
replace it.
Could be a bad actuator in the door
I have mercury mountaineer 4x4 03 had grinding noise easy fix remove the shaft which connects the transmission to the rear end
It is your blend door actuator. Good luck! It is a cheap part but an expensive time consuming fix.
you need to change your thermostat
Try replacing the upstream O2 sensor
Check the fuses under the hood on the driver's side.
I'm not sure if Mercury followed Ford with the introduction of the new HVAC system in 2003. That is probably the case and the system and problems will be the same as the Ford Explorer. Pictures to identify which system you have and diagnostic processes are available on heatertreater.net.
I'm having a hard time also the doors have child protections lock on them.
The first thing to do is check your fuses. It may be a very simple fix.