Heat pump troubles

My unit is about five years old, an American Standard. I don't have much experience with these units, so I don't know how serious my problem is or if there even is a problem.
I have been setting the thermostat on about 72 (outside air is approx. 35-40), and keeping the switch on auto. When we ran it this summer it worked great on cool. But now that I've switched it to heat it just blows cold, or neutral air, and doesn't help the ambient temp in the room at all. The blue light (aux. heat) also stays on all the time. The only time you can get any warmth from the vents is when it is set to emerg. heat. But, of course I know I can't keep it set to that.
If anyone could give me any troubleshooting tips I would be very grateful. Thanks