Sometimes this is due to the little gate that redirects the air over the heater core. It may not be working, thus not moving over to direct the air through the right duct. I think these are either vaccuum actualted, or perhaps electronically activated on the new cars.
If this doesn't seem to be the case and you know that the core is just not getting hot, try to see where the coolant hoses go through the firewall to the heater core. Once the engine is hot, feeling these hoses will tell you if the coolant is getting to the core or not. I doubt any air would just be sitting in there, it tends to automatically get flushed out with the circulation of the fluid. Another thing to cheack is whether or not the rad was completely filled or not, so make sure sh'e up to the top alright.
Hope this helps,