Bob Vaughn, I feel your pain - it should operate. The indication is that the heat pump is short circuiting on the air flow - by that I mean there is a leak between the output and the input so that the hot air goes back into the unit to soon. According to the installation guide, that can cause it to turn off too soon. If the unit will air condition properly, it might be that the reversing unit is not functioning, but that usually would show as a fault.
There could be a faulty unit - I can tell you that at 40 degrees, the thing puts out enough to heat my 35 ft all by itself - and the temperature at the outlet is upwards of 100 degrees.
If your furnace does not operate, press the furnace switch once. If it doesn't come on and the setting of the thermostat is above that of the room (determined by pressing 'sleep' and holding it for 5 secs) then the thing is not installed properly in all probability.