Why does my car blow air through the vents even when I turn it off?

It used to only be one, but now it's all of them. Is this something I can fiddle with on my own on a day off with a Haynes manual or is it a long complicated process to fix?
Update: it's a honda civic. I mean, it stays pretty much on "low" when I turn it off. If I have it on cold air it'll blow cold air if I switch it to hot it'll blow hot. It's like it's on but I have it turned to the off position.
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