"What to do with the W2 (and maybe W1) wire?"

I am replacing an old Payne thermostat that controlled a heat pump system which provides heating and cooling, along with "emergency heat". The new unit is a Honeywell RTH3100C.

I labeled all the wires as I removed the wires that were attached to the Payne unit (there were two wires that were not used in the old installation which remain unconnected in the new installation). I attached the wires (WIRE) to the wiring block of Honeywell unit (BLOCK) as follows:

B - W
L - I
O - R
C - E
E - E
Aux- W1 (not sure if this is correct; manual states Aux, W, W1, or W2)
Y - Y
G - G (manual indicates F could alternatively be connected here if no G)
O - O
L - F (manual indicates F could alternatively be connected if no L)
R - R
B - n/c (I don't have B or H wires in the old thermostat connection)
C - n/c (not req'd for new thermo w/ batteries; old thermo had no B or X wires)

The manual said that if the old thermostat had w1, w2 and y wires (which it does), I need to contact a heating cooling contractor for help. I've got a W2 with no obvious connection (I connected the W1 to the Aux connection). What, if anything, should the W2 be connected to?

The heat pump consists of a coil unit, BDP (Carrier?) 541CB048 and the main blower/aux heater, BDP (Carrier) 517EN048.

The old thermostat was a BDP Co (Payne) 34427DP117. The wires were connected to G, Y, E, O, W1, W2, F, R

I'd really appreciate any insight you can give me -- it's starting to get cold :)