I have a register that's blowing cold air, well cooler air. The room stays the coldest ,but it's the closest to the heater , any Ideas

Really need more information, but it sounds like you should call in a licensed service tech to do a once over on your system... it could be a variety of issues.

Many times there are balance dampers on the duct work. Usually you will see a handle that you can turn to increase/decrease air flow. By adjusting some other ducts closed a bit and opening the one to the cold room you can get additional air flow into the cold room.

If that fails a good quality 120 Volt portable (speed and heat adjustable) box heater can be added to that room. If you add the box heater you can have complete control over the heat in the cold room.