Our thermostats do not work the way you describe yours to be working. We have the 5-button Duo-Therm thermostats. On the thermostats, the MODE button will rotate the LED screen vertically descending through MODE OFF, FAN ONLY, COOL, HEAT PUMP and FURNACE. What ever operation we read on the screen is the only related device that will operate. If we change the Mode from HEAT PUMP to FURNACE, for example, then the roof heat pump/fan will immediately shut down and the furnace/s will immediately turn on (assuming the air temperature and thermostat temperature setting is such that it/they should turn on).