I have an oil furnace, controlled by a thermostat that only has 2 wires going to it, but I want to be able to turn on the fan only from the fan switch on the t-stat. There do not appear to be any further connections at the furnace to hook up to, and the fan switch at the furnace (which can be set to auto or on) is wired at 110 volts. So, I ran a new batch of thermostat wire to the thermostat, and I was told to purchase a 110V to 24V transformer (so the t-stat can handle the 24V signal) and a relay - which I went out and bought. I thought I had an idea of how to wire it all up (from the fan switch on the furnace at 110V, to the 2 terminals on the transformer, out of the 24v side of the transformer to two wires on the 5-wire relay (used black and brown if that means anything to you), out of the relay (both wires are yellow), to the thermostat (using the power and fan, or G, connections). But it's not working. What did I do wrong, or how should I make this work?

Thanks!