problem replacing my room thermostat?

Had an old analogue dial thermostat. Now bought a new one(Horstmann) - programmable to allow lower night temp. When wired up as per diagram when I up the temperature to activate the heating, the 3A fuse in the control unit blows.

I thought a room thermostat just connected to live and nuetral and made a connection when the temperature was below the selected setting?!

The spec on the back is 250v~5(3)A. The old one is 6(2.5)A 220v-240v~ Do I just need to up my fuse to 5A?

Can I check the resistance anywhere to investigate what may be the problem?

thanks
Kester