This sounds like a problem with your blend door or blend door actuator. The heater control valve closes off the heater core in the OFF and MAX positions. So if your blend door is stuck (blending just the heated air coming through) then you would feel heat on every position and luke warm or cool air when it is on MAX.
If you drop your glove box down, just open it and push in on the sidewalls the door will drop. THen you should see your hvac plenum. On top is a black box (you will only see the side view (3/4" by 4 or 5") with a white electrical connector plugged in, or it will have a cable system. To replace this the right way is to remove your dash to access it better, but if you have a small enough (shallow) 8mm socket you can remove the back bolts (not too much clearance).
There are a number of things that could be wrong.
Its simple not connected (easiest fix)
The blend door actuator simply doesn't work.
The blend door actuator rod (goes down into the box, connected to blend door) is broke.
THe blend door is broke. (Hardest).
Here is site that you may want to take a look at. Note he just prys up the blend door, I know mine has bolts so I'm confused on this part. I think some models just have plastic clips.
http://www.blenddoorfix.netfirms.com/
EDIT: Ok after looking at that site better, it looks like you want have bolts but clips (the explorer on the site is a 1996 also)
