All summer the cooling worked fine, when I switch over to heat this week, it didn't come on.
The control box shows a code 4, which says "THERMAL PROTECTION DEVICE OPEN"
Any help?

A safety device is open. You will need a meter and track down the defective item. Wiring diagram usually on blower door.

I had the same code after a lot of looking and figuring what wire goes with what I took the circuit board off and looked at the back it had a burned mark which means the circuit board is bad. It cost me $200.00. I purcharsed a new one and put it in myself works great. Just rememenber when you disconnet the wires and put the new board in you do one wire at a time so you know where they belong!

I hope the person has it fixed by now. It is a old post. LOL

Maybe their internet service is really, really slooooooooooow...

Lol