using the recycle option in cold weather for heat in a 2001 Jeep Wrangler?

I have always done this since I bought brand new. I am being told by some individuals that I should not be using for heat but only AC. When driving I can not tolerate outside fumes so use the recycle option in the blue area and the red area all the time. Is there a right and wrong here?

Thanks for your input! My windows have never fogged during the recycle with heat so am not worried about that. My concern is that comments have been made to me that I am doing something damaging to my Jeep cooling and heating system when I choose to use it that way. My Jeep manual states that the "Recirculation position can be used when the outside air contains smoke, odors, high humidity, or if rapid cooling is desired" but does stipulate that it is to be used in the AC position only. My Jeep is a 2001 Jeep Wrangler Sport. I realize alot of the newer vehicles these days does not allow any option for recirculation other than in the AC position. Just trying to get some input that I am truly not damaging my vehicle when I choose this option that is allowed in my vehicle.

for clarification to previous statement "does not" stipulate that it has to be used in the AC position. :)

not to be ignorant but what is the "door" that you are referring too??

can I see it myself under the hood to see if it has any damage to it?