Quote Originally Posted by Drew
What am I doing wrong?
You're using a ZooMed Repti-Temp 500r.

It sounds like you just have a failed unit. There's not much to a thermostat other than plugging in the heat source, plugging the therm to an outlet, placing the probe, and setting the temp. If you did all that and it still won't cycle on and off, I'd return the unit and get a different one. Personally, I would get a rheostat before I trusted a cheap thermostat.