How do I set the fan mode on the RTH5160 thermostat?

Press Menu and then press the Fan button to cycle through available fan modes. Continue pressing until you see the desired mode (either Auto or On), then press Done. Auto mode runs the fan only when heating or cooling is active, while On mode keeps the fan always running. Available fan modes vary depending on your system settings.

From the official Honeywell Set Temp RTH5160 Thermostat manual, page 10

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