I noticed this while I was sitting in my office. There is an air return vent near the ceiling. I felt a draft, and when I looked up at the vent, because that was obviously where the cold air was coming from, I could see (it's time to vacuum the ducts for 1 thing) air blowing out because it was blowing a little 'dust cobweb' outward. It is VERY windy outside today and it is windy here often, hence our expensive heating bills last year. We have an electric heater, if that matters. Also, I went downstairs to take a look at the heater and to change the filter, and notice that there was cool air blowing out of where the filter goes as well. Again, the unit is OFF.
If anyone can tell me how to find where the air might be getting in to the system and/or house at, I would REALLY appreciate it!