Replacing thermostat, need help wiring...

Hi,
I have an old thermostat that I tried to replace. I bought a replacement from honeywell, but it's not working. Now my old one is broken, I have no heating, and it is -2 Celcius outside...
I live in a condo and I know we have a heating/air conditioning unit on the roof that cools down or heats up water that is then sent down a pipe travelling through each condo's unit. The unit in my condo then circulates the air. If anyone knows the official name for such a system, that could probably help me ;)
I checked on the unit itself, and there are 5 wires plugged in, going through a telephone-type cord. The screws are marked R, G, Y, W and X.
I tried connecting them to the new Honeywell CT3600 programmable thermostat, but it doesn't seem to be working. There's a three-position switch (heat, off, cool) that I put on heat, and the fan switch (On, auto) that I put On. In that setting, the fan starts blowing, but the air is at room temperature, and even after hours of running it, the place is still cold. If I try to put the fan on Auto mode, I can see the heating indicator come on on the thermostat and I hear a 'click', but the fan doesn't start by itself.
I don't know if I have the wrong type of thermostat or what, but I've tried two different models to no avail...
Does anybody know what should be done ?
Thanks Phil
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indicator come on on the thermostat and I

It may be time to call a pro. Are you sure it is the thermostat? Was the heater working before you took the old one out?
Does the condo association provide maintenance?
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Call a pro, hooking it up wrong can ruin other parts. The wiring may not be colored right on the heater. No one can say. It could even be the thermostsat. Or why not put the old one in, did you use a hammer on it ? It was working with the old one Right ! So you know its not the furnace...
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Thermostats have to be matched to the application. You do not just pick one up and expect it to work. Time to call someone.
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Philippe,
Put the heat/off/cool switch to heat. Put the auto/on switch to auto. Use the temp buttons to raise the temp 6 degrees C above the ambient room temp. On the lower right of the display marks should appear at "system on" and "temporary". Now wait to see if the heat comes on. If the fan does not blow warm air within 5 minutes then the heat system is broken or the thermostat is not compatible with the heat system. But first read the manual that came with the thermostat since I think that several DIP switches must be set correctly so that your thermostat will function with your heating system.
Good luck, Dave M.
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