Most models of Rover with multi speed heater controls have a resistor bank located in the heater itself. The fault described by Kayleigh is very common in older cars and is a result of one of the resistors burning out due to oxidation which causes the resistor to become thinner with age.
The resistor bank is located within the heater motor housing, and is easily accessed from the passenger footwell, by removing the passengers glovebox the heater motor housing is visible, there is a connector for the wiring which is fixed by two screws. Unplug the wiring from the connector, remove the two screws and lift out the connector from the motor, the resistors are on the underside of this connector.
As the resistors are all spot welded in place you will have to replace the whole connector block. It can be obtained from any Rover dealer with a spareparts dept.
If the heater works on any of it's speeds it is unlikely that there is a fault with the switch or wiring connections.
Jim Gardner.