I have a Trane Weathertron Heat Pump, model # TWJ724A100AO. I don't know which thermostat I should purchase. I purchased the Honeywell RTH221B series, but in the directions it states it will not work with a heat pump with auxillary/backup.

In Honeywell, you will have to go to at least a 3000 series. I prefer the 5000 series.