Most, if not all, modern ovens have a safety cutout device to prevent gas leakage when the appliance isn't on and if the flame has blown out. You need to hold in your oven knob for a few seconds, (to ensure that enough gas reaches the igniter, and that you don't 'waste' the sparking device), click the igniter until you hear the igniter light the gas but KEEP THE OVEB KNOB IN FOR 5 TO 10 SECONDS to override the safety cutout. It may not be quite that long but you'll work out the exact period with experience.
ROO from Pompey, February 2009