I have a heater that's not terribly old. Everything seems to work, but when it comes on, it blows cold air. A representative from the local power company said that it doesn't have a pilot light and that it needs some sort of a switch replaced. Does anyont know what he's talking about and, if so, is that something that I can do myself? I have no money right now.

Is this an electric heater or does it burn fuel like natural gas or propane?

If it is a electric furnace you probably need a heat sequencer