Ranger Heater always on!

Well diagnosing your problem is easy, fixing it will be a whole different ball game.

You've got either a bad Electronic Blend Door Actuator. Ford's are notorious for this problem, especially on the F series and the expiditions.

Or you've got a vacuum leak going to the vacuum diaphram for your air mixture door.

Either way, it will require partial disassembly of dash.
To figure out which you have, remove your switch from the dash and look at the back of it, if you have vacuum lines running to it, then you have a vacuum diaphram controled door. If you have wires at the back of it, you have an electric motor.

For your sake, I hope you have a vacuum leak, those motors are agrivating to remove.
Good luck!

Check the plastic Heater Control Valve in the stuck open position. Sometimes the link gets disconnected. If not, manually operate the linkage to make sure it operates properly. Removing it and visually inspect for proper operation is preferred. It's cheap to replace at less than $20.