I've been trying to hook up a couple of baseboard heaters, both w/double pole thermostats directly on the heaters. The people I bought the house from ran power to the first heater then from there to another. The first works fine and the thermostat controls the temp as it's supposed to but the other is heating constantly whether it's on or off. On the first heater I ran both power wires to the red wires on the thermostat (line) and then the black wires on the thermostat (load) I connected the white and black wires that run to the second heater and two black wires that connect directly to the baseboard. On the second heater I ran the two power wires to red on the thermostat and the black wires on the thermostat I connected to the two black wires going directly to the heater. I have not idea what I'm doing so any help would be appreciated. Thanks.

If you are unsure of what you are doing--STOP HERE
TURN OFF POWER BEFORE DOING ANY WORK ON HEATERS
I am not sure what the units look like but the incoming wires (from the circuit breaker) and the wires going from the 1st to 2nd heater should be spliced together so that power is always going to both heaters, and thermostat 1 doesn't interrupt power to heater/thermostat 2.
There should be a schematic with the heaters to detail the thermostat hookups.
The line connections on the thermostat should connect to the splice referred to above.
On the second heater the incoming wires should go directly to line connections on the thermostat. Then it is just a matter of running from the load sides of the thermostats to wherever they provide a connecton point (maybe just a matter of removing an original wire nut, undoing the splice and hooking the two wires up.

Having a problem following your description but it sounds like you are running the second heater, as well as the first through the first thermostat. That would mean that the second would work only when the first worked and the thermostat of the second is calling for heat. Try this.