No way the heater can heat the transmission, the transmission typically runs well over 150 degrees (F for you Canadians), hotter than the air in the heat system ever gets.
Running the heater pulls heat out of the engine cooling system, which in turn should only help the integrated AT cooling circuit in the bottom of the radiator function a little bit.
If you had the airflow knob turned to the right past vertical it would cause the A/C compressor to kick in, which would put some heat into the condenser ahead of the radiator and decrease the efficiency of both the engine and transmission cooling circuits, that's the only way running the "heat" could affect transmission temperatures.