Do I have something wrong with my Thermostat or my furnace?

I have a Honeywell MagicStat ct2800 thermostat that came with my house when I bought it. Up until two nights ago, I used it "manually", never worrying about the program functions. But then I decided to program it because it has that function and I wanted to see how it works. Once programmed, the furnace activates the forced air system and it doesn't stop even when the system is supposed to be "asleep". I reset the thermostat and proceeded to used it as I always used it, but the furnace doesn't turn the pilot on, so it doesn't burn gas, so I'm freezing my cojones off (pardon my french). I have a Carrier "WeatherMaker". Don't have a clue as to the model number. Can Anyone help me?