Uh, no. They haven't won anything.
They won the championship last year and they have won 7 out of 8 playoff series since being put together. Seems like a lot of winning to me.
You people put way to much on winning championships in general. For example what was the Patriots best team ever, most would consider it the undefeated team that lost to the Giants by far. yet they had 4 championship teams in the past 15 years. Being the champion is not the same as being the best team, lots of people fail to realize this.
Although I must admit in basketball more then any other sport the best team usually wins the championship. A combination between the 7 game series and the inherently low "luck" factor in the sport.
The Heat aren't there yet. But are in the neighborhoood.