Not enough information to give a definitive answer, is the room thermostat a replacement or a new install?
The stat you are fitting requires three wired cable (that's 3 sheathed wires NOT twin and earth, effectively 4 core) as the stat requires a neutral to operate an internal relay.
A lot then depends on the boiler, is the switched live 240v or voltage free? I can't find a wiring diagram on that boiler to check. IF the boiler is voltage free, do NOT connect L&3 in the room stat as it will potential 'blow' the boiler circuits, also, if it is voltage free, the cable needed becomes 5 core (4 and earth).
Sorry to seem so random, but more information is needed to answer correctly.
In any case work safely when dealing with system electrics, ensure correct isolation.
Carefree
July 2010