Sounds kinda like you don't need to mess with it, but if you want to give a crack at it here is how I would wire it....
Male plug (outlet to controller) take black wire/hot wire/small prong wire and connect it to the RED of the controller(bottom lug). Now if you want it to cool you will connect your female plug (controller to the controlled) and wire your black wire/hot wire/small prong wire to the N.O contacts, which I think is on the top and would be yellow. Tie in your neutrals and grounds, also try to ground the controller in a safe matter.
If you are still unsure I could draw a picture I guess....