Find out which thermostat you have or purchase a new one. Then remove your current thermostat by popping it apart exposing the circuit card and wires behind it. Find a wiring diagram online and wire it correctly or following the wiring instructions with new thermostat.
Well if you are a qualified and incensed electrician then you can rewire it yourself. Otherwise contact one and have them correctly wire it for you. Wiring can be very dangerous and should be done by a pro.
You will have to take it off the wall and rewire it with the correct wire configuration. Don't touch the wires together as this sometimes shorts out fuses.