I've put my old fuse in and it doesn't fix it. I thought same thing. By my install sheets definetly says to wire into o2 fuse relay though. Didn't seem to right to me either, just an easy source of power. Just being lazy like hskrRT said. Thankfully my brother is a mechanic and will fix free of charge. But for all those people that dont have that luxury definetly a huge downer. Considering we buy these products to work as they say they will, not to put in more money and redo the essentials to make it work.
Double-check and Triple-check ALL of your wiring...sounds to me like something within the wiring kit isn't kosher, and it's feeding back through the O2 circuit he's having you tap from...which, as Brian said, is most likely just a trigger source for the relay. Either that, or you've got the wrong wire tapping the trigger source, and it's overloading/has overloaded the O2 circuit, which could have likely killed your sensor(s). I'd say first order of business is, pull the fan from that fuse circuit, replace the original fuse, keep power to the fan off, reset the PCM, and take the truck for a drive for about 30 miles or so...might take less. Basically, you want to make sure your O2 sensors and/or the circuit in the PCM is ok. Then turn your attention back to the fan.
FWIW, I tapped my relay switched trigger off of a blank port in the fuse panel in the side of the dash....provides power when key is 'On', and no juice when the key is 'Off'.