I further see the model number of the Lennox unit here:
http://www.hvac-direct.com/pdf_files/homeowner /504931a.pdf...
That unit indicates, by model number, that you have a heat pump... the compressor outside of the hosue that also powers the air conditioning. If that's true, there'll be a switch on the top or side of the unit labeled EMG (emergency... move that the switch to that position and the unit should power up. Additionally, it appears that you live here in the U.S. (going out of the state), in which case, you're likely to have a a back up heat source such as a gas or propane furnace or electric auxillary heat built into the system The system should have a switch, probably near the furnace installation in your basement, that can be moved to the back up system. If, for some reason, moving the thermostat switch to EMG doesn't solve the problem, look for the heat source switch I've described... (By the way, this is a United KIngdom site based somewhere in England so sometimes one doesn't get the response one needs... other times one gets entirely too much in the way of response...)