Did you mark exactly what color went to what letter on the old thermostat like the directions that came in the new thermostat said to? If you did not you may have to track down the old wiring to where it goes into the furnace and find out what color is connected to what letter on the furnace.
I am afraid to guess because you can burn up your new thermostat if wired wrong or cause a problem with your HVAC equipment.
Here are the words right from the paperwork that came with your thermostat.
Identify and label each wire (with the corresponding letter on the
thermostat terminal) and remove it from the terminal.
NOTE 1: Ignore wire colors, use only letter designations to
identify wire types.
NOTE 2: If any wires are not attached to the terminals of your old
thermostat, you do not need to label them as they will not be
connected to your new thermostat.
Here is the link to the instructions just in case they got lost or tossed out.
http://customer.honeywell.com/techli...69-2060EFS.pdf