Phil,
I just had a similar problem with a Gloworm ulitimate. It's probably the electrode (thermocouple) that is positioned in the pilot light flame. If it detects heat (when it lights) it allows the main gas valve to open to light the burner. mine was faulty meaning it kept closing the gas valve. It would then relight and go out repeatedly. Heating enginer fitted a new one which took 5 mins. Part was £20 quid. Hope this helps.
Joe, December 2009