I needed a programmable thermostat and replaced an older (not that old) Honeywell model with the new RTH2300. It came with Y, W, R, Blue, and G wires. I hooked all the wires up (manual said hook up Blue but not O, which I don't have, for heat pump and put a jumper between Y and W. I've done that, but the cool setting still pumps out heat. Any ideas?

Make sure the two jumpers on the back of stat are in the correct position. JP 1 is heat control and JP 2 is for the reversing valve in the outside unit. Steps 6 and 7 in the quick guide.