Replacing room thermostat - confusing wiring diagram

[NeilNeilOrangePeel]

http://uk.pg.photos.yahoo.com/ph/mcintyreneil/detail?.dir=/1036&.dnm=c53dre2.jpg&.src=ph

Hello,
I have just replaced my old room thermostat with a new one (both 240v AC) but am a little confused.

I have wired the live wire to terminal 1.
I have wired the neutral wire to terminal 4.
Do I also need to connect the neutral wire to terminal 3?
And what is the notation "M" shown between neutral and terminal 3?

(Hopefully you can see the picture I have taken, or this will probably mean nothing to you).

 

[baldelectrician]

M means motor or other thing you are controlling
terminal 3 is the one for switched live

 

[NeilNeilOrangePeel]

Thanks.

My old thermostat only had 2 wires feeding into it - brown and blue.

I have connected these wires as stated above, but the thermostat doesn't make the heating come on. The little LED (demand light, I think) on front of the new thermostat lights up when I turn the temp up, but the boiler doesn't fire up.

 

[NeilNeilOrangePeel]

...so if I connect the blue wire to terminal 3, what do I connect to terminal 4? Do I need to run a new neutral wire down to the thermostat?