Oil furnace startup problem?

My hot air oil furnace fires right up for a few seconds and then I loose flame for about one second. After that brief lose of flame, it runs just fine. This seems to create an odor in my furnace room. It seems to happen on every start up.
I change the oil filter and nozzle every year. The furnace is about 9 years old. I did notice a slight amount of water in the bottom of my oil filter this year. However, in an attemp to pump water from the bottom of my tank, I was only able to get clear pink oil.