Honeywell Thermostat RTH 7500. I had to install a new thermostat, I bought the Honeywell RTH7500,

Question

I had to install a new thermostat, I bought the Honeywell RTH7500, I have a multi stage heat pump. When I activate the thermostat for cool air, the fan will come on but no cool air, I can get the heat to work, but no A/C. Any suggestions?