If you put two different metals in close contact, then Seebeck-effect takes place: Electrons are wandering from the one metal to the other, causing a slight voltage difference between the two metals. Origin of this effect is the difference of Fermi level of free electrons of both metals, while the creating of potential difference just compensates for the difference of Fermi levels of both metals.

This potential difference can be up to 100µV and more, depending on what actual metals you combine. And this potential is temperature dependent, why it's often called 'thermo poential'. (I don't know whether this is the correct name in english for it.) The arrangement, where the two metals are in close contact to each other is called 'thermo element'.

This thermo potential always makes trouble if very small DC voltages are to be handled and some methodes are known to provide a cure against this:

1. Put a second and identical thermo element in series to the already existing, but connect it in opposite direction, so that the two thermo potentials are identical but of opposite sign. This is what Erik mentioned.
This methode will only work, if both thermo elements can be held at the same temperature!

2. A better approach is to use a high quality relay, where both contacts are made of same material. Such relays are often made of heavy gold contacts resting in an inert gas atmosphere.

Kai