Should be between the battery and the washer fluid bottle. You should see the plastic housed fuse and the metal strip fuse under the clear plastic cover.
The relay for the coolant glow plugs is on the firewall, next to the master cylinder, IIRC. It will have some red wires coming off of the bottom, and another strip fuse under the clear plastic cover. It probably has some heat distortion to the plastic around the right hand terminal. This is not good, but kind of normal. That relay is probably still fine, but make sure the connection is good. This seems to be good advice in general. So, make sure the connection is good, the screw is tight and there is no corrosion[/i] and you shouldn't have trouble with that one.