The answer to 'heat exchanger blowing hot air' is that a faulty or cracked heat exchanger is the most common cause. This allows hot combustion gases to leak into the airflow, causing the heated air to blow into your home. Symptoms include hot air coming from the vents, high energy bills, and potential carbon monoxide leaks.
If the heat exchanger is cracked or damaged, it will need to be replaced by a professional HVAC technician. This is not a DIY repair, as working with gas furnaces and heat exchangers requires specialized training and equipment. Trying to fix it yourself could be extremely dangerous.