99 Explorer XLT heater works only on high

My heater only works on high speed.

You mean your blower motor only works on high? Usually blower motor resistor.

The resistor is usually mounted in the airbox to keep circulation going past it. Full speed is just passing the full voltage with no resistance. Then each speed below that goes through a greater resistor to take away power and cause a slower fan speed than the one that was faster. Lowest speed goes through the highest resistor causing the greatest heat and least amount of air flow to cool off the resistors. Once one gets hot enough to blow, it isn't long before the rest. Then you are left with just max air speed. Most for that year are under $20 but could varying depending on model. Here is a video on the replacement.
https://www.youtube.com/watch?v=RUJ6Iiun7f4