A model number would be helpful if you need more help.
Find your model number - AppliancePartsPros.com

Could be a couple things:

1. A grounded element.
Check the heating coil.
Unplug the unit and both wires to the coil.
Check it with a meter, should be around 10 to 12 ohms.
Then check from each side of the coil to the case/frame, both should be infinite ohms (open). If not the coil may have sagged or broken and is touching the case. This can cause it to be on whenever the timer is set to a heating cycle.

2. Shorted switch.
There are two centrifugal switches on the motor. They close when the motor gets close to operating speed. One of them (usually has the two red wires) switches in the heater. This ensures that the heat does not come on until there is air flow. Perhaps it is activated all the time or is shorted (contacts welded together.