OK, so: Is the controller telling the heating to run, when it shouldn't be telling it that, or is there a fault in the rest of the set up that means the heating runs?
There's a manual here:
http://www.gasapplianceguide.co.uk/Danfoss%20PDF/Danfoss%20SET%203E%20Install%20and%20User.pdf
You an check the switch with a battery and bulb or maybe a multimeter on ohms. Take the SET3 off the wall and check for a short between pins 4 and 5 on the back of the controller (see manual). If there's a short, get a new programmer.
The other possibility is if you have a diverter valve and it is stuck in "Heating" position. With that kind of set up, the controller calls for heating but that only makes the diverter valve run. When the diverter valve is in the right position it turns the boiler and / or pump on. If the valve is stuck in "Heat" the boiler will run all the time.
You 'll need to find it and check. There's usually a manual lever you can twiddle. There's some generic info here:
http://danfoss-randall.co.uk/PCMPDF/Introducing%20Motorised%20Valves%20Part%204.pdf
If you know what make/model yours is, you should be able to find info online. (It may be an integral part of the boiler)
XXX, July 2016