General Thermostat to fan hookup help needed Lux model

Hi, I want to hook up my Dayton squirrel cage fan model 4c446.

Here are some specs for the fan:

3160RPM 115volts 60/50hz
old # 4C005
1.37 amps

The thermostat I am using is a Lux DMH100.

http://www.luxproducts.com/thermostats/dmh100.htm





My question is how do I (and can i do this safely) hook up my fan to this device?

I had to connect the wiring fromt he blower to its power cord (which i bought separately). I'm guessing that all I need to do is successfully put the thermostat in the electrical 'loop'? I just don't know which wire to connect to which input/output on the thermostat. I am an electrical noob, any help is GREATLY appreciated. Thank you.