So that really isn't THAT much more info.... Not trying to be a jerk or anything, but if you can't take the time to provide the details, why should the electrical guru guys (like PJ, not me) try to help out. Try providing a wiring diagram to PJ so he can see how you hooked it up, etc.
Anyway - it sounds like you are not getting a connection from your probe based on my anecdotal experience with the same auber PID. Therefore you are getting that default flashing message from the auber PID. Did you check your settings to make sure it is set up for your probe type? That the other settings are correct as well?
Sounds like you may have ("Sn is 21 for my RTD thermocouple") but I don't have the manual in front of me to check that value and whether it is correct for the RTD probe. You should have AT set to AT 1 until you attempt an autotune.
Sounds like you have a wiring/connection issue. I would recheck that you you have the RTD wiring correct on your PID.