If your temperature control stays hot even when you turn it all the way to cold, the culprit most likely is the temperature control actuator. This thread tells you how to change it.
Tools required:
1/4" drive ratchet
7 mm socket
5.5 mm socket or 7/32" will work
1 1/2" extension
Parts
GM # 52474810 Actuator Have the dealer double check this. I know this is the correct number for 99 to 02.

Step one
Using the 7mm socket remove the 3 screws holding the passenger side underdash trim panel. The screw above the transmission hump is a pain so be careful and take your time removing it.

Step two
Once the panel is out of the way, the actuator is toward the center of the truck. The electrical plug comes in from the bottom and has 5 wires, unplug it. There are 2 screws holding the actuator in, one on the left and one on the right. Using the 5.5 mm or 7/32" socket, remove the screws. Once the screws are removed, the actuator will come off straight down.

Step three
Once the old unit is off, you'll notice the shaft that the actuator slides on has 2 flats on it. Looking at the new actuator, turn the shaft until it's lined up. Slide the new actuator up onto the shaft, line up the screws and reinstall them. Plug the actuator back in.

Step four (Very important)
Turn the temp control all the way to cold. Pull the HVAC 1 fuse (panel on the drivers side of the dash, top front fuse). Turn the ignition key to run. Leave the key on for at least 1 minute. Turn the key off and put the fuse back in.

Step five
While you have the trim panel off it's a good time to check your cabin air filters (if you have them). About halfway between the transmission hump and the door there is a plate that is about an inch wide, you’ll see a single screw (toward the firewall) holding the cover plate in place. You’ll need a 5.5 mm socket to remove this screw. After the small cover plate is removed, you’ll see one of the filters in the housing. Pull the filter down and out of the housing. You may need to rotate the filter as you pull it down. After the first filter is removed, look inside the housing, and you’ll see the second filter. Just slide it out, pull it down and out of the housing just like the first one.
When reinstalling the new filters, make sure you have the arrow (airflow) on them pointing in the right direction, towards the driver’s side of the truck.

Step six
Reinstall the cover panels and you are done.

Hope this helps out

Big Daddy HD