Check your heater control valve. I don't recall where it was at on my '01, but I think it was on pass side close to the firewall. You may have a 2 port one or a 4 port one. Make sure the vacc line is hooked up to it and that it moves when you make your heat selection. Rockauto.com has them for 14 bucks up to 25 bucks depending on which one you want to get. There are also pictures of them so you can get an idea of what you are looking for.
I had to replace the one on my '01 Trac for same reason, and I replaced the one on my '07 because it was leaking.