HVAC wiring going from 230v 4 speed to a 230v 3 speed motor.

I'm a new member here and I have a bit of a problem. I just recently had my heating system blower motor start making a bit of a noise. The old motor was an AO Smith 230v 4 speed motor. The new one is a Dayton 230v 3 speed. The old AO Smith motor has red, black, blue, yellow, and orange wires. The new one is red, black, blue, and white. That's not counting the capacitor wires on either. The guy at the a/c shop told me to wire it color for color. That’s hard when there is no white on the old motor. I wired black to black, red to red, and so on. I took a meter and checked where I had 120v coming from on the plug from the control box and hooked the white of the new motor to the orange wire of the factory plug. Now, here’s my problem. The blower will start and run in "fan only" mode. I put the system in a/c mode and the compressor outside starts up. Within about 3 minutes, the blower inside finally starts. That, I can deal with. I put the thermostat in heat mode and hear the relay kick on for the heater coils but the fan won’t automatically come on. I have to turn the system off because I can smell the coils heating up. That's the part that scares me. Don't want to start a fire! I pulled the fuses for the heater coils and tried again. The relay kicks in and about 3 minutes later, the blower comes on. I figure it has something to do with the motor wiring. The original has windings for low, medium low, medium high, and high. The new motor only has low, medium, and high. Can anyone tell me what's going on.
I am also using a Honeywell RTH6500WF Programmable Thermostat.
With the old motor, the fan would come on immediately when the system went into heat or cooling mode. Has anyone had any experience with this. Since I am a new member, I am unable to post any pictures yet, so I am limited in uploading any as of yet. I would really appreciate anyone's input on this.

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