I recently bought a new digital Honeywell line-voltage thermostat to
replace my current one. The thermostat controls one 240V wall heater.
I'm having some trouble because the wiring is different on the new one
compared to the old one (and Honeywell doesn't provide directions).

This is my current thermostat and wiring:

http://www.uploaddress.com//files/855/current1.jpg
http://www.uploaddress.com//files/855/current2.jpg

Although the photo doesn't show it, the red wire from the thermostat
is wire-nutted to two black wires, the black wire from the thermostat
is connected to another single black wire.

Okay, so here is my new thermostat:

http://www.uploaddress.com//files/855/new.jpg

Can someone give me some advice on how to properly hook this up?