I went back to check my connections, then turned the AC/Furnace on and got nothing .When I went down to the furnace it smeeled like something burned.I can't see any thing but I think I blew it.
What do you think ?

About the only thing you could have burnt out is the control transformer, or perhaps a relay, but most likely the transformer

Might have also toasted the heat anticipator in the thermostat too...