Just because the thermostat was changed does not mean that it could not be the problem again. As for why it is not stopping, unless you are good with trouble shooting electrical, I would recommend you call a mechanic to check this one.
You can try turning off the power to the unit and turning it back on. It will reboot the system and may reset the controls. Note what happens to the unit so if you do call a mechanic you will be able to relay the sequence to them.