I just bought a Honeywell CT31A for my 45K heater. I am thinking I may have bought the wrong thermostat. They back of the heater has the following terminals:
No r is power out, w is for heat, g is for fan, y is for cool, and c is common or to power digital tstats. Connect R to r and w to w all that is needed, g to g will let you run the fan only if you want to