When I turn the thermostat in the auto side nothing happens but when in the manual (ON) position the furnace works. What do you think my problem is. I replaced a blower relay that was humming but that didn't seem to do the trick.

What kind of tstat do you have? Name/model number

It is a honeywell 5-2 day programmable thermostat with backlight model# is RHT2300B

Did you by chance unhook any of the thermostat wires from the furnace when you replaced the relay? If so, are you certain you got them hooked back up correctly? Let us know.