Could be a number of reasons. Firstly have you checked the thermostat on the hot water cylinder, probably ok but worth checking. Then it could be the valves (3 way valve on a Y plan or one of the 2 way valves on a S plan). With the water on and heating on check that they are closed for heating and open for the hot water. You will find a lever on the side of most to indicate and allow for manual operation of them. Other factors would be the boiler stat as if set too low the hot water can return too quickly the boiler will close down. Same if pump set too high. Could also be a fault in the boiler PCB, wiring or controls as well.
If you've done the first checks below you may have to get an Engineer to look at it.
Stephen, March 2009