Oddly enough, when I replaced my thermostat, I noticed the 12 volt wires for what I assumed were for the heater were right behind it in the wall cavity. The white wire for the heater was tied into it...I think. If yours is the same way, it's possible you moved something around and caused a short. But, like the others, I don't think the thermostat is the cause of your problems. It may be coincidental.
There's an easy way to test to make sure it's not the thermostat. Take out the new digital one and put the old one back in. While you're in there, check and make sure none of the other wires are touching, all connections are tight, and everything has wire nuts and electrical tape. If nothing else, you'll rule out the thermostat as a potential problem and put your mind at ease about it.