Most modern boilers don't use a pilot light but have electronic ignition, which lights the burner from a spark electrode at one end. At the other end of the burner is a sensing electrode. Yes, fire conducts electricity! {well, it would do; it's a chemical reaction and there are bound to be charged particles in motion}.
The electronic ignition unit first applies power to the fan and waits for the air switch to change over. Then there is a "pre-purging period" of usually about 10 seconds to ensure the firebox contains only freash air and no gas; after this, the gas valve opens for usually about 10 seconds. During this time, the ignition electrode fires off sparks. If the gas lights and the flame travels all the way to the sense electrode, then the valve stays open. Otherwise the valve closes again and the boiler goes into a safe shutdown state.
All you need to do is reset the ignition controller. There should be a reset button near the warning light. It's meant to be operated by the user so you shouldn't need to unscrew anything to reach it. On some boilers, resetting is performed simply by turning off the mains, so try that if you can't find a reset button.
AJS, June 2006