I have a gas furnace with an AC unit. My wife wanted to replace the old mercury thermostat with a new digital model. We bought a Honeywell RTH230B. Now the furnace continues to heat, well past the set temperature on the thermostat. I have to switch the thermostat to the off position to get the furnace to stop heating. I suspect the AC will do the same thing but I'm not sure since it's cold here now and I don't want to try it yet. Is there a chance that I bought the wrong kind of thermostat? Any help would be greatly appreciated.

Wayne