Line Voltage Thermostat question

I am somewhat confused about this single pole, double pole/2 wire, 4 wire difference in line voltage thermostats. I have purchased multiple line voltage thermostats and didn't notice the difference until I pulled my old thermo off of the wall. I have 2 wires, red and black, connected to my old thermo and 1 white wire tucked away in the back leading off to somewhere else. The thermo's I bought where CT1950B's and are of the 4-wire variety. Is there anway to wire these 4 wire units to the wires I have available to me? Any in-depth explanation or help would be greatly appreciated.
Thank you,
Aaron Caudill
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caudiar777

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You say the white wire is going somewhere else? Is it spliced to another wire? or is there only one-three wire cable in the box and the white is not being used

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