Boiler Not Shutting Off-Proper Repair?

Was hoping someone here would be nice enough to help with this. Both units in a two story house had their thermostats set to "System Off", but the boiler was still sending a good deal heat through the radiators. I called our oil company, and they checked it out and wound up installing something called an Aquastat H/W L4081B, and charged us $220 for just the part.
I was then told this part was for the water temperature. We have gas heat for our water though. Can something else have been done to fix this problem? Could the other defective part they replaced have been responsible for our problem? Is that an outrageous price for the part? I have no idea about these things, and hate to be taken advantage off.
Would really appreciate some help with this. Please also e-mail if kind enough to respond. Thanks much ;-).
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