I turned the thermostat too cool and drop the temp,but it turned off I opened the thermosat box and noticed the switch... what do I do?

More info if you can give it. Not for sure what your talking about.

I have a honeywell thermostat unit,when I opened the box after turning on the heat, it shut down immediately. After opening I noticed a switch on the right hand side that said elctric on top and gas on the bottom... my question is do I switch it to electric for air and down to gas for heat... do you know?