I am replacing my (old) Honeywell T8411R thermostat with a (new)Honeywell RTH7400 programmable thermostat. I need help wiring to the new thermostat. My H/C system is a heat pump system.

The old thermostat is wired to the following terminals:
W1 - White
W2 - Brown
G - Green
R - Red
C - Blue
Y - Yellow
L - Black
E - Small wire jumped to W1
O - Not used
B - Not used
Note: Orange wire available but not used.

The Honeywell RTH7400 has available terminals as follows:
(Heat Pump Diagram)
Rc
R
O/B
Y
G
C
L
E
Aux
Note: Metal jumper inplace connecting Rc and R.

Thanks
Ascott4813

Here is a link to your new thermostat wiring.
http://customer.honeywell.com/Techlit/pdf/69-0000s/69-1726.pdf

Here is a link for your old stat wiring

http://customer.honeywell.com/Techlit/pdf/69-0000s/69-1037.pdf

Now from what I see your old stat is for heat pump use. Your new stat is not. Look over the diagrams and make the decission for yourself. Good luck.