Your blend door is not closing correctly... either out of adjustment or the flap/door is missing insulation.

Look under the dash (from the passenger side) while moving the heater dial from cold to hot. Look for a
lever at the bottom of the heater box housing... the lever should be moving back and forth as you move the
dial back and forth.

Like in this video: (different year model vehicle but similar operation.

http://www.youtube.com/watch?v=6U9ZdkAjdhQ

If the lever seems to move well, you will need to check the blend doors for missing foam: (different year model but similar)

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

When the blend doors get old, the foam falls off and there is no more control over where the air goes.

Thomas