What's wrong with my furnace?

the switch you are turning on is the power switch for the furnace....the pilot will burn regardless whether switch is on or off....if fan runs when you are calling for heat with the thermostat there is nothing wrong...what you need to do is turn the thermostat down and see if the fan quits running...if it does there is no problem...on some models there is a relay that automatically turns fan anytime heat is called for by thermostat...on other models you have a device called a fan limit...this device turns fan on only once furnace reaches the kick on temperature of the fan swtich....now if the fan keeps running once you turn the thermostat down and the burners in the furnace have cut off and furnace is cooll then your fan switch or relay is bad....