When you wire that thermostat? If you got the $16 one from Incubator's Warehouse, just clip the two wires on the thermostat. You'll note two black wires. Don't let that confuse you. When you run the lamp cord or re-cycle an extension cord or whatever you use to bring 120V to the light fixture, just remember this simple rule.
Break Black.
In other words, the white wire goes directly to the white colored screw on your light fixture. The thermostat breaks into the black feed, interrupting the black on the way to the lamp fixture and the brass screw. For the current to be complete, it has to go through the thermostat. If the thermostat require current, it will close and complete the circuit to the lamp fixture and the bulb lights. If it wants no more heat, it break apart, breaking the current flow on the black side to the lamp fixture and the bulb goes out.
Easy peasey. Break Black. That's all there is to it.
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