This has actually been discussed a lot here recently (for obvious reasons - getting darn cold outside!).  Anyway, check your vacuum line connection under the hood.  You should have a gray and and black line coming out of the firewall.  I believe the black line provides vacuum to your heater controls.  If that's come loose, that's probably your problem.
Otherwise, it's probably in your lines or controls in the dash.

 

heres the diagram

 

Had the same problem. Removed the whole dash and the control unit (push buttons) tested for vacuum leaks and spent a ton of time trying to figure out the problem.
I found this link;

http://www.dodgeram.info/tsb/1992/24-06-92.htm

It's a Technical service bulletin concerning this problem.

Well the problem is that the door that switches from heat to defrost mode works on a vacuum and when there's a leak in this then the door closes and causes the heat to go to defrost that's a default when there's a leak. But I couldn't find the leak.
So here's what I did.
Look below the dash right above the center hump and you'll see a cover that has two screws. Remove this cover and you'll see there's the door that changes the heat to the defrost. Turn on your engine and press the HEAT button and the door opens and then (on mine) after a few seconds then it closes. (That's caused by the vacuum leak)
But since I never found the leak I simply made a lever by drilling through the cover and made the lever with a coat hanger to hold this door open. My heater works. I sent a diagram of this to RCC but didn't see it posted. And I don't know how to add the picture here but I would be glad to send it in a PM if you want to see it.

 

USMCram--

If you never found the leak, I would suspect the vacuum pod that controls the door.  The lines are all relatively easy to check, but the vacuum pod is frequently overlooked.  You can test it by connecting a vacuum line to one side of teh pod, and pulling vacuum on it (suck on the hose).  Plug the line (golf tee works well, but your finger will work too).  If the vacuum doesn't hold, the diaphragm in the pod is bad. 

-SM

 

I guess I must have searched under the wrong thing.  Actually I had someone else tell me check the vacuum line but I didn't know what to check till now. I sure appreciate it. USMC Ram I would appreciate it if you would pm me that if you have time.

 

dash vents?  vaccum lines?  pods?
guess the non-A/C cable controlled system isn't so bad

 

SM: Yes that pod (the right Heat actuator) in my case isn't where it fails to hold a vacuum. It's in the Control unit itself where the push buttons are located. I took it completely apart and found it was worn.
  The Dark Green and Light green vacuum lines are the ones that work the actuator ( responsible for the Heat Defrost door.) These are located behind the glove box (open and remove the Glove box) and they're easily accessible.
These lines come from the rear AC/ heat Vacuum Control Push button assembly. Hope this helps a little.

Ron
     

 

I have to push mine a few times to get it to change could this be the same problem?

 

So the heat isn't suppose to come out of the defrost vents?  My truck has always done this... I thought it was normal.

Ryan