Use 'C' for common.

The relay control should be something like '+' and '-' though I suppose it could be '1' and '2'. Anyway, one side goes to 'C' and the other to 'W2'.

The tstat just has internal relays (or semiconductor switches) that connect from 'R' to the pin (this case W2). For the relay to activate, the other side should be connected to C so that 24vac makes it to your relay.

The are you set up for fossil fuel (gas furnace) or electric? This changes how the fan operates (I think).

Thanks for the conformation that I have it right.
I'm set up for gas furnace on Aux2. My relays change the wiring from W2 to the electric control when the off peak electric is available from the electric company and back to the gas furnace when the electric company switches the off peak electric off.
It seems to be working great. The fan runs all the time but speeds up when heat is called for. This is fine with me as it help keeps the heat even throughout the house.

Again thanks for the reply.

Dave