Did you notice where the wires were on the old one? They may not have been hooked up to the 'proper' color. The a/c is normally the yellow wire (if I remember correctly). If it is on the fan control terminal, or you have a tail or strand shorted to more than one terminal, that could cause it. Take a close look, and make sure the wire is wrapped around only one terminal and isn't hitting two. You don't want the a/c running while you need heat (unless it is a heat pump!).