Turn off the main switch on your electrical panel to disconnect all power to the house.
Remove the face plate of the existing thermostat. Most models have a release lever that must be pressed to remove the plate.
Label the wires based on the terminals to which they are connected using the stickers included with the new thermostat. For example, if a wire is connected to the "C" terminal, wrap the "C" sticker around the wire.
Disconnect the wires from the terminals by loosening the screws and pulling the wires away from the terminals. Remove the screws holding the back plate to the wall and remove the back plate, making sure the wires do not fall back into the wall.
Remove the back plate from the new thermostat and place it against the wall. Mark the location of the screw hole with a pencil, then remove the plate. Drill holes for the screw anchors using a drill bit that is slightly smaller than the anchors.
Insert the screw anchors into the holes, put the back plate in place and insert the screws into the anchors. Tighten the screws with a screwdriver until the back plate is secure against the wall.
Connect the wires to the proper terminals based on the sticker labels, not based on the color of the wires. Tighten the terminals to ensure that the wires are secure.
Install the battery into the main thermostat unit if necessary, then snap it into the back plate.
Turn the main power breaker back on.