How do turn off heat completely

If you're getting roasted out of the car, all you need to do is turn the heat to cold. If it's not going to cold, you have a problem with your climate control. If you haven't replaced the relay like tennisshoes suggested, you can always just pull the relay.

I turn it to cold off heat then get cold air

You should be able to turn the HVAC system to Off which shuts everything down.