Heating problems in 20-30 degree weather.

[Engz]

I have been having an issue with my heating and I've tried to research on the issue but couldn't really come up with any solutions. Hopefully I can get someone here that has gotten the same problem.

Here's what happens:

~ First I warmed up the X5 for 10mins and left the heat at 90 degrees (full blast). I waited til the temp gauge needle was at center.
- Around this time, the vent was still throwing out cold air (felt like the AC was on)

~ Drove about 3 miles and still cold air coming out til I got on the highway then I start to feel the hot air coming out.

~ I exited and had to go threw stop lights. Everytime I had to stop, it would start blowing cold air.

** So what I realize was that, when I'm not on always on the gas and I'm at a stop, the cold would come in. And when I'm consistently driving, it starts to heat up.

*** I changed my thermostat before winter hit. Brand new from the dealers.

What else could be the issue?

Thanks