How do I stop my gas furnace from running non stop?

Do you have the fan turned on ?

Yes, I am running the heat by turning on and off the heater mannually

Go to the sticky at https://www.askmehelpdesk.com/heating-air-conditioning/heating-cooling-maintenance-repair-troubleshooting-frequently-asked-questions-58313.html

It tells how to sort out furnace and thermostat problems. It also explains how furnaces work. Read through it and if you don't find the solution to the problem, post back.

I fail to see what the fan has to do with it.

In previous houses I have had there used to be a switch to turn on the fan only and one to turn up the thermostat, if we left the fan running then the furnace would seem to be on constantly.

I don't have that system where I am now, you can only turn the heat up or down via the thermostat, there is no switch for the fan. We have a gas forced air furnace.