Sounds like you've disconnected the heater cable from the rod that moves the vents. Have a look on the middle side of the passenger leg bay, tucked in right behind the dash center piece (the bit that has your radio in it) there will be a cable coming down from your heater that's clipped into place. It's easy to find, if you go behind any part of the dash you've missed it. The end of it will be a little metal doughnut. There's also a rod just around there that should be going through this loop. If this is your problem, put the rod through the little doughnut and problem solved.
I had the same problem, but it was hot air, it's why i found this entire site in the first place.