Could be a problem with the Blower or Fan Control Amplifier, a.k.a. Blower Resistor - refer to page HA-33 for wiring diagram. Use the built-in diagnostic to isolate the problem and save you some money. Refer to the HA (Heating and Airconditioning) chapter, below. It should be similar to 03 and 04 I35.
http://www.nicoclub.com/FSM/i35/2002/ha.pdf
If you need OEM parts, IoS (Infiniti of Scottsdale) - infinitipartsUSA.com, a.k.a. everythinginfiniti.com is the place to go with @ 25% off MSRP. You can buy a blower from AutoZone but the connector may not be the same.