Check your set points. You'll want to have a degree or two between the heating and cooling set points. For example, if your cooling set point is 76°F, you'll want to keep the heating set point at or below ~74°F. Check the documentation for your unit, to determine the recommended buffer value.
Also note that some units allow you to program the swing setting, which determines how far off from the set point before the unit signals for heat/cool. For example, if you have a heating set point of 68°F, with a swing setting of 1°. The heating system will be signaled ON when the temperature is 67°F, and signaled OFF at 69°F.
In the above example if you had the cooling set point set to 68°F too, you'd end up fighting for control. Heat would bring it up to 69°F, then cooling would kick on and bring it down to 67°F, then heating would kick on and bring it up to 69°F...
I'd try to keep a buffer of at least 1°F. So if the swing is 1°F, you'd set heating to 68°F and cooling to 70°F. Some documentation recommends only a single degree (heat=68°F, cool=69°F), but I'd recommend keeping at least one degree between the set points.