I may be having a similar problem with my 02... I seem to have the same symptoms, heat full blast all the time, yet the fan and directional controls (up/down, defrost, etc..) work fine... Except today when I noticed (quite by accident) that if I moved the temp dial a notch, I would sometimes get cool air shortly back to full heat... moving it a few notches sometimes changed the temp...
Did you have it diagnosed at the dealer? Sounds a lot like the problem I'm having... It started just after a dealer oil change (coincidence?)
BTW... davidj92 recommended me to this forum...