I felt quite confident after doing this myself until I just realized that the heat pump never comes on (fan never turns in outside unit). I'm getting great heat but my first month's bill was very high. Am I totally running on auxiliary heat? How do I rewire the White-Rogers thermostat to correct this?

The model number of new stat. is needed, also tell us how you wired the tstat wires.
Hold on to your install instructions and instructions as to how to program the tstat

Get back to us with more info

White-Rodgers 1F78 5/2 Day Programmable Thermostat
Wiring photo attached.

I think I figured it out. I have a thermostat that only works with one stage heating and my heat pump is two stage.

Good deal,, Yes you need a tstat with 2 stage heat and 1 cool
On the 2 stage, one is for heatpump the other is for aux. furnace