What typ of Diode would I use ? I don't know much about Electronics.
Taking a guess at what your asking. At the fan end there is power supplied to turn it (regardless if it comes from the ecu or relay). You'll need two diodes of sufficient current and voltage ratings (depends on how much current the fan takes and what sort of back emf might be generated when turning the fan off) connected as shown below. This stops either feed from supplying the other.The types shown are schottky types (low forward voltage drops). I'd also recommend some form of indicator to show you are overriding the ecu. 



If your switching the relay it depends on how the relay is powered.