There will be a flame failure device on your cooker and this relies on a sensor to tell it that the flame in the oven is alight. These sensors can fail but they can also get dislodged so they are no longer heated up by the flames and therefore 'think' the flame has gone out. Take out your oven shelves and with a torch have a good look at where the gas jets are and the pilot light is . Hopefully you will find the end of a thin metal pipe - this is meant to be in such a position that when the gas is lit it heats up. If it's not then gently push/bend it so it is. Hope that makes sense!
Richard, January 2009