My heat pump keeps changing itself to the aux heat. Can you tell me why it is doing this and how I can prevent it from doing it.

Im no pro but if your heat pump cannot "heat" because the outside temperature is so cold, then the emergency heat will kick on to assist the heat pump. Also if you change the T-stat more than 5 degrees higher than room temp it may kick on. Hope this helps, I'm no expert!

Yes, I have a heat pump and it will heat the outside air up a percentage so if and when it is below a certain temperature outside the heat pump can not by the way it works warm the house to the setting you are using.

So if you don't want it to turn on the aux heat lower your thermostat to a setting that is colder.