There is just 2 wires hooked up to old thermostat . Green and orange . Hooked them to our new rth2300/rth221 and nothing .

That would not be typical colors for a 2 wire stat although there is no code for them. What terminals were they connected to on the old unit? Look on the control board and see where they are connected. Make sure that the new stat is compatible with your unit as a replacement. Did you install the batteries? That is a fairly complex unit for a 2 wire system.