I have simple comfort thermostat, the 220, you have to slide button to change setting. I have it set for 78 degrees, but it is still cold in home. There are green lights on both the auxiliary and emergency button on the panel. What does it mean?

Setting at 78 in the middle of winter with a heat pump is possibly not attainable. Try to be a little more realistic about heat pump expectations, particularly in very cold climates. It is running as hard as it can and the Aux. heat is on too. Try 70 and extra sweaters.

It means your heat pumps are running but losing the battle. You may have it set at 78, but what's the actual temperature? How big is your home? What state are you in and how old is your system? Is this the first time you have run the heat and been cold? More info please.