Sounds like an air lock in the oil pump or oil line. Press the reset (lockout) button on the burner , let it fire if it stops leave it for 5 minutes and repeat, if after 4-5 attempts at this it still does not continue to fire, then you will need to call a service engineer, ideally oil boilers should be serviced every 12 monthes as the nozzel that the oil is pumped through wears, and uses more oil than is necessary.
Petchy, November 2008