Where is the air con fuse on a 1998 Mercedes E300TD?

There isn't one. The power feed comes stright from the battery, then via the regulator (controlled by your air con controls). If your ac is runnig constantly, or not as you've inpuit into th controller, then the regulator has gone west and needs replacing. Don't replace the whole unit though, just the regulator, it'll save you lots. google it, you'll find great info on the fix.