I'm not an electrician; but normally you can connect 2 of the 4 wires together (one from the line and one from the load) with a wire nut and that will work. So if you had 4 wires (say 2 white + 2 black) you would connect the two whites together with a wire nut and connect one black to each side of the thermostat. Just make sure you know which wire is which and you'll be OK. Or you can buy a 4-wire thermostat.
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