That's it the Orange/red cylinder. if the cross is standing proud of the cylinder, just push the cross down with a screwdriver until it is flush with the top of the cylinder. For other users, who have not got that far yet. Remove the two control knobs from the front of the glass display, unscrew the retaining screws & pull out glass front (do not remove wires from back of display.) you will now see the the 2 gas control micro switches, that are operated from the gas control knob shafts. under the bottom shaft/micro switch there is a hole (about the size of a 10p) look through this hole & you will see the orange/red cylinder & cross.
Please note all repairs should happen while there is no power to the unit, so make sure you have unplugged it for safety reasons.
don't get ripped of by gas fitters (but stay safe), November 2011