Well it happens, not sure how but it does. It worked fine last week when I returned my car to stock from the X4, my HPTuners showed up and haven't been able to get it "connected" to the ECU, took the car to autozone to see if they could connect to it and he got nuthin and said the fuse was blown. They had no clue where the fuse was at for it. I looked around in the owners manual and nothing says "data port", I called a ford service dept and they said to look for "gateway module" in spot 15 on the inside fuse panel on the passenger side footwell. I pulled it out and it was blown. I have no clue how it got popped either. The fuse is like a normal small two prong fuse but it's 3 prongs instead with the 3rd prong in the middle. I will post a pic of it tomorrow.
Now I'm paranoid about plugging my X4 in. Let us know how much that fuse ends up being if you don't mind, I might get a spare in case something comes up
Fuse can only be bought at Ford, none of the three parts stores around me had ever seen one before. they are just under $7 each from Ford and that's IF the dealership stocks them since some don't is what I was told.