How do I prevent my stove hood from sucking heat out of my kitchen?
There should be a vent cover on the outside of the house, at the end of the exhaust with a damper or louvers.  Something like this



The damper or louvers will be shut when the hood fan is off, preventing air from coming in or going out.

If you don't have a vent cover like this, you should install one. If you already have one, you'll want to inspect it to make sure it's functioning properly.