Thermostatic Controls - Help with changing my thermostat

I recently purchased a new Honeywell RTH7500D programable thermostat to replace my Robertshaw Rotory type. I am having trouble hooking it up correctly. My original thermostat used 4 wires connected to the following on the Robertshaw:
Red- Rc jumped with R
Green - G
White - O
Yellow - This one is stripped extra and connected to both Y and W.
There is a blue wire but is was capped off and not used with the Robertshaw.

Now my new Honeywell has the following:

o C o W2/Aux
o G o Y2/E
o Y
o O/B/W
o Rc
o R

Now when I hooked it up the first time I did:
Red-Rc
White - O/B/W
Green - G
Yellow - Y

This caused only the heat to come on when the thermostat kicked on the cool mode.

Then I was told by Home Depot that I should try to put a jumper on Aux & E and hook everything up the same. When I did this the air would kick on at the temperature set to cool but would only come out luke warm, no longer heat like before but not cold. The compressor was on outside so I am not sure if both the heat and A/C were on at the same time?

I have a unit on the ground outside, and there is a unit up in my attic. (heat pump I presume?)

Sorry for the long post, but any help would be appreciated.
Thank you

Hello,

This how you hook it up.


G to Green
White to O/B
Yellow to Y
Red to R/Rc



This caused only the heat to come on when the thermostat kicked on the cool mode.
You may need to go into the set up menu and change the reversing valve settings.

By your screen name I take it you are in AZ? Do you know if you have back up heat in your system? I'm going to guess no since if you are in AZ.

But we need to look in the air handler for the model # and make.