Hi Kbsparky,
I connected both black wires that are coming from the top of the box to L1.....and both white wires from the top of the box to L2. Turned the power on and the thermostat isn't getting any power - the display is blank. And, the heater in the other bedroom also isn't working now. I checked the connection of all the wires to make sure that they were well connected, but still no power.
My old thermostat only had two wires - one black and one red. The way that it was connected before is that one black wire from the top was connected to the black wire coming from the bottom of th ebox. And the other black wire from the top of the box was connected to the termostat. Does knowing that change anything?
My new thermostat has the 4 wires that I menationed - these are the instructions for connecting it:
http://www.cadetco.com/support/ownersguides/1024.pdf
Any ideas?