2004 Ford Explorer Heating problem

You have a "Blend Door Actuator" issue.
The door is not changing direction internally to let the heated air from your heater core enter the duct work.
This unfortunately is a common thing with Explorers and Mountaineers. The cost for repair is $1000.00+
A very large portion of the repair is for the labor involved. The whole dash needs to be removed. If you want to do the repair yourself there is a quick fix that will save you BIG $$.
Here is the link for you to view and see if you want to give it a try. The quick fix was done on a "1996" Explorer but they are all the same. The infamous "Blend Door Actuator" has been a headache for Explorer and Mountaineer owners for 10+ years. Some idiot design engineers decided to use "plastic" on a section of the blend door that becomes brittle when subjected to "heat"!