There is supposed to be an o-ring.  I always send it along with the
thermostat just because you can't do the install without it.  That is your
problem.  Get the oring and you should be good to go (sometimes even with a
new o-ring the plastic cover still won't seal, I have these available too
though if you need one).

Thanks,
Ken Wilford
Van-Again
John 3:16
http://www.vanagain.com
Office: (856)-765-1583
Fax: (856)-327-2242

[text/html]