I'm trying to install a new Honeywell thermostat for my heating/cooling system. The old one had screws that held the wires in place. The new one has a connector with a set of holes facing up (one pair jumpered) and a set of holes facing out, and tiny screws in between. I think you stick the wire into a hole and the corresponding screw is supposed to hold it in place? I tried both the upward-facing holes and the outward-facing holes, but the screws don't hold the wires in place. What am I doing wrong? The wiring diagram makes it look like the wires go into the upward-facing holes, but I know sometimes wiring diagrams are about the electricity and not about the physical connector. Thanks!