Your best bet is to consult your owner's manual. It will have a detailed fuse box diagram showing the location of all fuses and relays, along with what each one protects. Look for fuses related to the fuel injection system, fuel pump relay, or engine control module (ECM). A relay is more likely the culprit than a fuse in this situation.
If you don't have the owner's manual, you can find a digital version online through a Mercury parts website or a site like Haynes or Chilton that publishes repair manuals. Searching for "1997 Mercury Mountaineer fuse box diagram" on Google Images will also likely yield helpful diagrams.
Important Note: Before working with any electrical components, disconnect the negative battery terminal to prevent accidental shorts or injury.