You have to remove the glove-box. You will find the relay back - to left.
http://www.matthewsvolvosite.com/glovebox_fix_850.php
YES
right side of dashboard under glove box .do not remove glove box. rectangle cover with 4 t25 torx screws
how to remove my glove box
how to remove glove box in 1993 camry
http://www.swedishautoparts.com/850/volvo-850-electrical-parts.html Try this website for a pdf. Hope it helps, Troy
Behind glove box
The cabin air filter of a 2004 Volvo s40 is located behind the glove compartment. To install a new filter simply remove the glove box and the filter can easily be replaced.
Assuming it's the same as a 94 C1500, Open the glove-box, remove the screws across the top and bottom, remove the cables that support the glove-box door, remove the glove box door, remove the glove box compartment. I have a 95 K1500, you just have to squeeze the top of the glove box, clear the mount and then remove the plastic strap on the left side, and then open the glove box fully it just fall down, no need to unscrew anything.
behind the glove In the relay/fuse panel behind the ashtray. After you remove the ashtray and holder you will need to remove the box above it to access the relay
Need to replace the OD relay which is behind the glove box. Remove glove box and look to left. White relay. Found on eBay for 12 bucks. Hope that is the problem.