I bought a Hampton Bay Ceiling Fan 52" 5 blades/3 speeds 2 months a go on Home Depot and now one of the speeds isn't working anymore,I have only slow and fast (or medium,i'm not sure) What should i do? I know that inside there is a small plastic box, a "circuit brake" system, seems that something went wrong with it, there is a small hole on it. Do you guys have a HB phone #?Can they send this circuit brake to me?

The black box is the capacitor. You can purchase a replacement, obtain one from the manufacturer, or just return the entire fan to Home Depot for a replacement under warranty.