Problem is with the FSD (flame safety device) there is phial (about 2 inches long shaped like a biro top) that is sited across the oven burner. Check that this phial is correctly sited in its holder and being heated by the flame when the burner lit . (dont burn yourself!!). If it is I'm afraid you need a new FSD which should only be replaced by a competent gas engineer who is gas safe registered.
ac, October 2010