I have an oil furnace with hot water base boards. I am trying to change the old mercury style thermostat to a programmable one. I have 3 wires; red, white, and green. I have connected the red to the Rh, white to W, and green to G. The furnace will come on when the temp calls for it. The problem is it won't turn off. The zone valve will not close when a cooler temp is selected. Everything worked normal before the new thermostat. I am starting to guess that I should have just spent the extra money and went to a store that specializes in heating and cooling. Any help is greatly appreciated.

If you have a White Rodgers 3 wire zone valve the thermostat you have will probably not work. You need a thermostat that is compatible with the White Rodgers 3 wire control system. You will need to take the new thermostat you have back to the store and get the correct one if they have one that will work there.