After wiring my fan/heater/light my heater won't work with the light turned on yet my fan will work with my light on. I can turn my light off and my heater works. What did I do wrong? Oh yeah this was just a remove old one and replace with a new one.

You wired it wrong. Without you telling us what wires the combo unit has and what wires are feeding it, I can't tell you anything more. Need to know how you are switching it, powering it and what wiring is available to it.

First read the installation instructions.
Did you do anything at the switch box?
Chances are that they are set up to prevent the fan and heater operating at the same time. If they did, you would only blow hot air out the exhaust.

Move the wire that is presently connected to the light to the fan. Move the wire presently connected to the fan to the light. You light should always work but the fan would only work if the heater in not on and the heater should work if the fan is not on.