Programmable Thermostat question?

I just installed a new Honeywell RTH230B programmable thermostat, getting rid of my old manual one. Thing is that there is no question that my furnace comes on more, and stays running for less time than with the old thermostat. Two questions, is this normal, and in the end will it burn more fuel not less? Any help... show more I just installed a new Honeywell RTH230B programmable thermostat, getting rid of my old manual one. Thing is that there is no question that my furnace comes on more, and stays running for less time than with the old thermostat. Two questions, is this normal, and in the end will it burn more fuel not less? Any help would be appreciated. By the way I have a forced air oil furnace.
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