So you had to run a new wire? Many setups don't have the "direct line from the transformer's return". My setup was designed to steal power through the 'hot' and 'call for heat' wires for setups like mine that didn't have the direct connection to the xformer minus. In some setups like mine, you needed to bridge the gas valve with a resistor so it would maintain current at all times.
Anyway, glad you got it working (and glad I didn't have to run a new wire!)
-Tim