Are you getting good heat, at the defroster setting?
If no, then you have a faulty recirculating door, and it's stuck open.
If you have good heat at the defrost setting, then your heater door is stuck.
There's a couple good videos on you tube for these repairs, it's not a quick fix, you'll need to take the dash apart.

www.youtube.com/watch

and

www.youtube.com/watch

and

http://www.youtube.com/watch?v=Hu0BIvhDT8E

Or it could be just your thermostat, if you have hardly any heat at any setting and your engine temperature is low. That's the first thing I'd change, a bit of fresh antifreeze at this time of year is always a good idea.

The recirculating door is the most common one to fail, it's the one on the passenger side, behind the glove box.