Sounds like the thermocouple isn't working. It shouldn't be too expensive, I believe that Wickes sell a universal one which will fit a number of appliances.
However, it is illegal to do this yourself unless you are a 'Gas Safe' (corgi) registered engineer.
The cost of an engineer's time is horrendous for what is usually a simple, straightforward job if care is taken.
Kev
October 2009
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