Is it a new thermostat for your corn burner? many of us use the coaltrol for our stoves.
have you had it working before? If so, something might need cleaning, combustion blower, holes, draft, etc... or a gasket leaking somewhere. maybe some adjustments to feed rate are required.
hard to say, since most of us on here are coal burners. but should be a similar concept and same things typically need checked on ours when something isn't burning properly.
Like they said, maybe try different corn or something.