I live in a mobile home which has a natural gas miller furnace with air conditioning. For some reason the furnace blower and the air unit out side keep running and the only way to shut it off is by the switch on the furnace. I thought it was the contactor for the air unit out side but that didn't solve the problem. I than took the thermostat off and un did the wires and it still continued to run. I need a little help to what could be the problem. I thinking it's a relay but I don't know where.

Disconnect the red wire at the furnace that goes to the thermostat,, this will tell you if you might have shorted tstat wires, if it still runs don`t try to reconnect until you turn off breaker ( you can fry the transformer),, does your miller have a circuit board? If so most of them, the relays are built-in and part of the board (whitch is control for everything) probably will have to replace board.

Thank you so much for you detailed message it seems to be very helpful. This after noon I will do exactly what u said and I will get back to you. I pretty sure all furnaces have a circuit board but Im no expect. I will un hook th red wire to runs to the furnace. This furnace it weird to me, there are only 2 wires going to the thermostat which are white and red. I thought normally there are 4 when an air conditioner is involved. This unit also doesn't have a switch on the thermostat for heat/ cool. There is a switch on the furnace for that.

You do have a situation. When a tstat runs both heat and air it must have at least 4 wires and must have a switch to go from heat to air, you are right. You either have a cool only tstat, a heat only tstat. Its possible for a home to have 2 tstats one for heat, one for cool. You might have to go to condenser unit and trace the smaller tstat wires and see where they are going