It sounds like you have no pressure in the water system (Central heating circuit) so the boiler thinks there is no water so shuts down the gas supply.
You need to pressurise the water system (CH) in the boiler.
Turn off the boiler electrical supply in case you get wet with the next bit.
There should be is a pair of connections under the boiler so a temporary pipe can be added which enables the rising mains water supply to be connected to the water system (CH).
Normally this temporary pipe is a flexible stainless steel mesh pipe. But some installer make a permenant pipe fitting which is illegal.
With this pipe fitted (or already in place) carefully open the stop valves feeding the connections a small amount (one at each end of the temp pipe). you wil hear water flowing hopefully, watch the pressure guage it should slowly rise. When it is over 1.0 Bar. turn off the valves as there is enough pressure to run the boiler.
All being well turn on the electrical supply and then try to light the pilot in the usual way.
Note : if you have lost pressure you may have a leak so check round all your radiators and pipes for water, monitor the pressure to see if it is dropping, could be over several days/weeks. A common loss of pressure is bleeding air out of the central heating system.
Don't forget that playing around with any part of the boiler needs a qualified gas person. But this is the water side and should be outside the boiler so you are OK.
IF IN DOUGHT PAY A CORGI PERSON, BETTER THAN A LARGE BANG !
Alex, November 2007