Why is my boiler not igniting when we turn on the heating?

We have a Glow Worm Compact Electronic and it is constantly making a noise as though the heating is on, however when we do turn the dial for the heating to kick in - the boiler does not ignite! It works fine when we run the hot water but when we turn the water off the boiler makes a kind of whistling noise and then goes out! Any ideas....?