I have four wires colored Black, Green, Red and White. The old mercury thermostat had labels "W" "R" "Y" and "G"... I didn't notice which came from what.

On the RTH2300 I connect white to W, red to R (which has a jumper to RC), green to G, and black to Y. I only get cold air.

When I connect my red wire to green directly, the fan comes on. When I connect my red wire to black I think the unit comes on (it's on the roof and hard to get to). When I connect the red, black and white wire directly nothing happens.