Dumb question about a/c & heat

[wiirenet]

When you have the knob at 0, is air supposed to be coming out a little from front the vents??

I am baffled that when I have it at 0, I assume OFF, I still need to set the temperature or else I start getting too hot or old. Its not a lot, its not blowing in my face, but there is air coming out when I put my hand in front of the vent.

Maybe it never completely turns off?

Or maybe this is why my gas mileage doesn't seem as great to me, my air is constantly on even when I don't need it?

Bascially is this normal or no, if not, does anyone else have this occur?

Yes I twist the knob completely to the left/to 0.