The be answer can only be pinpointed with a little extra knowledge of the type of central heating system you have.
I'll make the assumption that you have a gas boiler, with a gravity fed hot water cylinder and standard radiators. If this is the case, I'd suggest the first place to check, if you are only getting hotwater, is the motorised valve ("zone valve") that diverts the heated water coming from your boiler between the hot water storage tank and the central heating system. This will more than likely be located near the tank, and looks like a silver metal box fitted to a joint where two or three pipes meet. It will have a single power cable running to it.
With the call for heat, (the room stat set to low and/or the danfoss 102 set to 'off') observe where the little metal lever that is at the top of the zone valve is sitting. Then go and turn the room stat to max and switch the Danfoss 102 to constant and select HW & CH also on the Danfoss 102, then go an observe that little lever on the Zone Valve to see if has moved to a different position. If it hasn't moved, it is most likely you will need a new zone valve. As a final check, with all the controls set to on, manually slide this metal lever all the way left and pull it towards you so that when you release it, the lever will latch into the notch in the lever slot. This will manually open the valve and leave locked open so both hot water and heating will temporarily work until you get the chance to replace the valve. If you discover you have two of these zone valves, one will be for the heating and the other will be the hot water and each one will be on the joint of two pipes. It won't be too hard to work out which is which with a little trial and error.
If my suggestion is not relevant to your system, add another 'reply' with more detail and we can go from there.