Central Heating Timer Switch?

Hi
I have a brocken mechanical centeral heating timer switch, so I am replacing it with a electronic one.
The one that i have got is a Horstmann centayrplus C27, it has every thing on it that i want, it says that it is a 3 wire connection, not sure what that means, anyway they say that if you can wire in a switch you can fit this as its just a replacement like for like, sort of, so is there any tips on the instalment for this item before I attempt the job.
Thanks