I'm assuming your AC unit has a heat pump or heat strip. If so, if the fan switch is set to the "on" position it will run all of the time when the system is set to cool whether the AC is cooling or not. When the fan switch is set to "on" and the system is set to heat the fan will only run when the heat is on. When the fan switch is set to "auto" it will only run when the system is running. If your system is running always, I tend to think that there is a wiring issue, possible the wires are switched on the fan side.