Heat always on

[Urbawar]

Please help...I moved into a new apartment that had an ancient thermostat that didn't seem to work, so I installed a new thermostat but the furnace still seems to have a mind of its own. I only have heat and so attached two wires to the thermostat (a red one and a white one). The furnace doesn't always blow hot air but it consistently turns on even when the thermostat is set at 68 and it's 75 or more degrees in the apartment. The furnace even runs when the thermostat is "off." Why would this happen?

[Joel]

Is it oil?if so it is the primarary box a grey box usually easily changed just connect the wires the same as you take it off