Here is the diagram
http://screencast.com/t/EuKuE1hxt9L
Also there is a note on the diagram to remove white jumper wire between black supply and white capacitor lead when using 3 wire control.
So I wired it up per instructions but there is another issue now. Control has power but fan motor only hums when control is on. Hum gets louder the more the control knob is rotated. I think perhaps bad controler, or bad capacitor, or fan motor frozen.

I'm about to hook it up 2 wire to see if motor works.