Okay! The wires are all connected, you used your continuity tester to make sure the wires are connected where they should be, you wiggled the "mud plate" around the outlet and put it on the box, and then you just screw down the outlet. Oh, it's so pretty. Handy Manny would be proud.
Install an outlet cover and write a "1" and a "2" next to the individual circuits. If you followed my pics, then your "1" should be on top and your "2" should be on the bottom.
Plug it in. Wait for sparks and/or smoke. If none, then check to see if your controller box came to life. Hopefully your probe will be reading something close to your room temperature. Read over the directions and play with your temp controller until you understand how to program it. Once you know how, then test the individual circuits with your outlet tester. When my outlets were not running, I got a "neutral open" light on. When the outlet was running, I got a "wired correctly" set of lights on the tester. Well, I really don't know how else to wire this thing, and it seems like it's doing what it's supposed to be doing, so...there. Enjoy.
[Note: I did get it wired up correctly, eventually, getting rid of that "open neutral" problem. Check out post #34 in this thread.]