My husband and I changed our thermostat tonight. We bought a Honeywell T87F 2873 Heating-Cooling Low Voltage Thermostat, when we took the plate off the old one it had 4 wires instead of the two wire set up. We connected the 2 black to each other, and the 2 white then put it back together. The furnace would not shut off. I had to throw the switch to turn it off and my house has a "hot" odor to it. He had to leave for a meeting and isn't expected back for a while. Was hoping to have some ideas by the time he gets home. Googled my problem and found this site. Can anyone help?

You have bought the incorrect stat. Go back to the store and buy a 4 wire that controls heating and cooling.

That thermostat may or may not work for you. In order to figure it out, you will need to identify what the 4 wires are doing. For us to help here, you will have to give more details on your system.

You might also go through the sticky at the top of the heating forum. It has some excellent material prepared by a highly experienced pro. I don't claim to have wide experience in HVAC, and leave most of the questions for Northern Heat.