We have two electric fan heaters (120V) and a simple Honeywell thermostat with a temperature knob. We purchased an Aube TH106 programmable thermostat to replace the old one, but I'm having trouble wiring it up.

There are two wires out the back of the TH106, but three (black) wires in the junction box. One seems to be the live feed and the other two, I'm guessing, go to each fan heater? The install manual described a two-wire install and a four-wire install, but I have three wires... I connected the live wire to one wire on the TH106, then connected both the other two to the remaining wire, but when I flipped the breaker back on there was no display on the TH106. I checked the connections and they seem sound, I couldn't get a wire loose or pull it out. Anyone have a suggestion?