A thermostat capable of receiving signals transmitted by a utility provider communicating a usage rate schedule or a request for a load curtailment period, and controlling one or more systems based on the information communicated by the utility. The thermostat changes the set point for each system to the stored predetermined control set point corresponding to the current usage rate schedule period or the curtailment mode period when requested. The thermostat is further capable of discontinuing operation of one or more systems for a minimum predetermined time period following a request for a load curtailment period.