Air conditioners comes on every time the heater does!

I thank all the above for their helpful responses. Jetcare's suggestion of putting the fan on Auto did indeed fix the problem. I never would have thought of that. I thought the AC had its own internal fan and was not related to the furnace system. Cold air only comes out of the round ceiling vents.
To NinerBikes: I read all my owners manuals. Unfortunatly, the furnace manual was not included in the package. Neither was the "fireplace" manual which has its own mysteries! :-)