Do you mean that when you turn on the heat, you have air coming out of the vents but it isn't warm?
If so, check your level of coolant first (engine cold). If low, add coolant as necessary.
If level is fine, turn on the car and while it's idling, grab the upper radiator hose with your bare hand; do you feel coolant going through it? You shouldn't until the car has reached normal operating temperature.
If you do, your thermostat is stuck open and you need to replace it (typically this condition also results in your engine taking a very long time to warm up, and your temp gauge doesn't go up a whole lot, at least not to where it used to).
If you don't, the next step would be to find out whether your heater core is clogged. To do that, let your car reach normal operating temperature, then turn on the heat. Both heater core hoses (the ones that go in the firewall) should be very hot. If one is hot and the other is luke warm or even cold, your heater core is clogged and you need to flush it.
Finally, if everything checks out fine, you may have a problem with your blend door. It may be stuck on cold.