Furnace is continually running, no matter where the thermostat is set.
When Rooms warmed up furnace does not cut out.

Sounds like you have a bad thermostat, thermostat wires, or control board. Start by unhooking all wires from the stat (make sure power is off to furnace, and to wright down where all wires are hooked to so you can hook them back up correctly). Let us know if the furnace still runs after doing that (and turning power back on to furnace of course). One step at a time here, okay?