Warm air comes out from under the dash when I thought I was setting the controls on vent for the cool air outside. Is this normal ?

 

Thats the heat from the firewall. Its not that insulated in regards to the heat coming from the engine compartment, and the metal isn't that thick. Totally normal, but stinks in the summer, when its really hot out! You should feel what my car is like with longtubes! Generates LOTS more heat!!!