I have a convection/microwave oven and when we use the convection part (which sadly is not often enough to have justified the purchase) the fan stays on the whole time.  Did you get whirlpool brand?  If so, I would call whirlpool directly.  Sounds like something is not working right, unless that is how their brand works.  I have a GE Profile so maybe mine works differently.     
				__________________  “Petting, scratching, and cuddling a dog could be as soothing to the mind and heart as deep meditation and almost as good for the soul as prayer.”  ― Dean Koontz      |