Check your PMs, Frank. You got yourself one of the early units (2005). Kind of amazing it hadn't ever been used until you got it recently.
Make sure the fuse is good and that the control module power is turned on (either the switch should light up or, if it is a CM1/PB1 control module, one or more of the LEDs on it should light up. Unlike the more recent models where the control module power switch doesn't control the power to the thermostat, some of the older ones did have thermo power controlled by the fuse and power switch. If the fuse and power light checks out as okay we'll have to get both the control module and thermo sent in for servicing.