Am using this one:
(You need to Login or Register to view media files and links) However, you need to insure that it goes to 1000F, or so, and will use a type K TC.
Am also using the SSA that Chickentheif uses, except that I've found that the 10A model limits current too much and am using the 25A model.
Am running mine on a pair of Lee 20# dipper pots. Just splice the 120vac line on the one side of the SSA and 4-20mA control from the PID to the other side and turn the pot rheostat full-on and set the PID as you need.
EDIT
Now that I look more closely at what you've ordered I'll make these comments.
Also suggest you go here:
(You need to Login or Register to view media files and links);
and pick out the proper TC. I went for their part number TJ36-CASS-18G-12. Have used their products since grad school and always very happy with the quality vs. cost. The TC you've listed is too short to get down into your pot. You need this probe configuration.
Also, they make that PID controller in more than one flavor. You have to specify the higher temp model or, indeed, you may be limited to 400C. Think their other model goes up to 1100C (another digit). Same DIN size and config on both.
If you find you've ordered to low-temp PID controller am guessing they will simply trade you back for the ones you got if you haven't opened them. That's why I ordered from the guy in NJ who sells on eBay that I've listed a couple of times. Since we are all in NJ he has to go NJ rules and we can return with no hassles. Also, he offers good service and when I needed some additional info he was happy to provide.