Welcome to the Forum George:
Your system has a memory board somewhere that has gone bad, making the fan run continously. If you can find any memory boards you could look for a burned transistor or resistor or an apperant hot spot on the board. Unfortunately, the only cure in that case is a new board; they can't be repaired.
I have a 10 year old geo-thermal heat pump which has had the fan running all its life. Keeping the air moving makes the thermostat more sensitive to the temperatrue in the house and makes our high-efficency air filter work for us constantly.
If your heat pump will operate in all the rest of the modes, I would let it go. Jeff1 posts web-sites for repairing all brands, Check with him if you are concerned about the fan running. The site has trouble shooting guides, parts lists and will tell you exactly what to do.