The double pole thermostat for the baseboard heater has a red and a black wire coming in (from the circuit panel) and a red and a black going to the heater. The new single pole only has a red LINE lead and a black LOAD lead. If I attach red to red and then black to black, I have black (from circuit panel) and a red (to heater) left over. Do these 2 get connected together? I didn't think you could connect a red to a black.

Yes, connect the black and red to complete the circuit.

Just keep in mind, that now using a single pole stat, this cannot be used to kill all the power at the heater, and the 2 pole circuit breaker must be used.

Do you know where I can get a picture of the completed unit wiring connection or a schematic?

A wiring diagram comes with a new thermostat. What make and model number do you have?