I just replaced my old honywell analog thermostat for a RTH230B digital thermostat, the first week everything was OK, but the next week, I tried to turn it off and the fan kept working for hours, no heat, no cold, just air, so now I have my unit working all the time and the mode selector indicates off, can anybody help me?

If it worked for the first week then the thermostat should be OK. It is possible that the blower relay/motor fan control has become defective. It is also possible that the high limit control has tripped but if that were the case the furnace would not be keeping your home warm because it turns off all except the blower fan.