Thanks, reading this gave me the courage to just go ahead and install the new thermostat just like how the old one was installed. I suspected that it should work since I was replacing a 2-wire thermostat with another 2-wire thermostat. It is up and running, with the fan working and everything!

No problem, I appreciate the answers and comments. I also thought the same, but I didn't want to break it, so I thought I would ask the internet! And yes, I tried completely removing the 3 screws before trying to take off the cover.

Hmm, I thought the same thing after looking at the installation instructions, but it didn't work when I tried. Mind you, I'm not sure if that is the same model as my light fixture, but it looks similar so I figured it'd be close enough. There may be some differences, though. I'll give it another try when I get home.