I have a brand new unit, its mad by RUDD and I have a WHITE-RODGERS Thermostat, oh and the unit is electric. The temp in the house is showing to be 78 degrees and I have the thermostat set at 66 but it don't ever shut off unless I turn the thermostat to the off position, I didn't have this problem with the A/C side so I don't know what's wrong, any advice?
Thanks in advance,
Dw72112

If its brand new, the installer needs to be called, warranty will cover it

Is the thermostate new also?

Yep, warranty repair work there friend.