Turn off power to the electric baseboard heater. Accomplish this by turning off the corresponding circuit breaker in the circuit breaker panel.
Remove the cover of the existing line voltage thermostat by grasping and pulling it straight off.
Unscrew the thermostat's base from the electrical box. Untwist the wire nuts that connect the wires within the electrical box to the wires on the thermostat's base.
Twist the black (hot) wire to the wire coming from the "L1" terminal on the new thermostat's base. Screw on a wire nut. Twist the other wire to the wire coming from the "T1" terminal and screw on a wire nut.
Grasp the cover and pull it off the thermostat's base. Gently fold the wires into the electrical box.
Screw the thermostat's base to the electrical box with the provided screws. Tighten until the base is secure against the wall.
Push the cover onto the thermostat's base until it snaps into place.
Turn the power back on to the electric heater and test your thermostat. Rotate the dial clockwise all the way. Wait a few minutes to see if the heater begins putting out heat. Then rotate the dial to your desired setting.