Diagnosis
The Heated Dry option on this model uses a heating element at the bottom of the tub to warm the air. If it's not working, either the element has burned out (common) or the cycle settings are wrong.
How to Fix It
First, confirm you're actually selecting Heated Dry. Press the 'Options' button until the 'Heated Dry' light is on. If it is, the next suspect is rinse aid. Without rinse aid, water sheets poorly and stays on dishes. Make sure the rinse aid dispenser is full and its setting is on at least 3.
If That Didn't Work
The heating element for drying is the same one used for warming the wash water. If your dishes are also coming out cold after a normal wash cycle, the element is definitely blown. You can sometimes see a visible break in the coil if you look at the element under the tub floor. Replacing it requires removing the dishwasher's inner tub liner, which is a big job.
Heads Up
Using the 'Sani Rinse' or 'High Temp Wash' option helps the dry cycle by starting with hotter water. Also, crack the door open at the end of the cycle instead of using heated dry—the ambient heat and steam will escape, air-drying everything for free.