Not fuzzy warm is correct. The input side of a transformer does not need a neutral, just three hot wires from different phases. On the output one side of each winding is grounded to create the neutral (wye). Your electrician will know how to hook it all up. If memory serves transformers can be field wired delta or wye at the time of installation. If you get the right voltages in/out you should be good. This is something I highly recommend getting an electrician to wire up for you.