My wifes car has had the same problem, hot air no matter what position the temp setting is at, the problem is the valve, located between the battery and the engine, has an electric valve for opening and closing the hot water supply from the engine to the heater. This valve unfortunately is in a normally open position, until 12volts are applied, so if there is no power to this valve it is open, hence hot all the time. to check if the valve is working carefully connect a temporary supply of 12volts from the battery, and if the valve is ok you will get no heat, if its still hot, the valve has failed and needs replaced. So if the valve is ok, you need to check to see if there is 12volts at the plug that fits into the top of the valve, switch ignition and stick the two probes of a volt meter into them, if there is no power, you will need to check fuse 17, after that it gets a bit more complicated and would need someone with some auto electrical skills to locate the fault, but this infomight help narrow the problem down, rather than starting to spend money to replace parts that are ok. Hope that was of some help.
David Martin
July 2010