Darrell,
Sounds like a bad fan switch. The fan speed is controlled by the amount of voltage applied. Voltage is supplied by a resistor with various taps to provide differing voltages based on the switch position. Since the fan works in 3 of 4 speed selections, the switch probably is dirty / faulty in the #3 position. Try spraying the switch with contact cleaner (make sure it is safe for plastics). That may resolve it.
Steve