I turned off my lux 1500 but the heating steel working ?

Not sure if I am reading you right, maybe a typo or two. Try this Mechanical Thermostat | Digital Thermostat | Programmable (http://www.luxproducts.com/) to reach the manufacturer's site, they might be able to further help. Are you saying you shut off the stat but it is still turning on the heat, maybe over heating?

Thanks for your help,
Yes that what I mean, what do you mean by over heating

Over heating would be warming the home above the point set on the stat before it was shut off, like going up to 75 or 80 degrees

May be this is my problem but how to verify that is on over heating !

Cause all the time the heating is on 80 degrees

What temperature did you set your thermostat at? What is the temperature in the home now?

Set temperature on 45 but I have 80

Whatever your fuel source is you should shut it off until you can get someone to come out a repair/replace your thermostat