See if there is a red light showing inside the boiler casing - this is a flame out indicator that shows that ignition has not taken place. Press the lamp, which usually incorporates a button, to reset it, and try again. If the burner refuses to restart then further maintenance is required. Usual faults are the pump itself - often the solenoid coil that opens the oil valve after a 10 sec 'purge', the oil valve itself inside the pump or the pump unit which isn't providing enough pressure due to age.
John, January 2008