I replaced my old honeywell thermostat with a programmable one and it does not turn the furnace on. By the way I have oil/hot water. So then I went out and bought a regular thermostat and installed it myself and it won't turn off?? Crazy!! What do you think I did wrong?

Check the back of the thermostat and see if the wires are touching, does the thermostat instructions say it has a manual override?