Done, but not working!
I've removed the link and wired the left connection to the NO in the stat and the right connection to the COM.
Should I try the NC instead?

No, unless you want to blow something up and have a very expensive repair bill.

Have you set the stat, follow the instructions.

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I'm working on it now, thescruff. The instructions are pretty darn poor.

Apparently so, eric, but, alas, I'm getting nothing having followed those instructions.

I think I have it. The boiler was still on timer-mode. I've switched it over now and the stat seesmt to be controlling it. I bought this stat because, in B&Q they advertise it as having a timer function (ie the option to turn the boiler on at preset times). I think that is incorrect. I can only turn the boiler on/off by manually pressing the applicable button. Still, that's not down to the wiring!!
Many, many thanks to all who provided info, particularly thescruff and ericmark. Thanks again, gents!

Forget this you have already wired it up, assuming you have done as I said.

All you need to do is follow the instructions, in the numbered order.

Have you sorted the batteries for example, do you have a display

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Yes, I have a display. I'm trying to work the operating features out now. The good news is I can turn the boiler on and off remotely from the stat now, so the wiring is obviously correct. Thanks for the very clear and concise instruction, thescruff!