I ran across this video while researching another problem I'm working on (changing out a inducer blower motor for my neighbor).
I had a similar problem/diagnosis a few years ago. Not knowing any better, I called the HVAC service people and paid $140 bucks for the guy to borrow a piece of MY sandpaper to clean the flame sensor rod.
It's a simple procedure. Remove one or two screws and clean the rod with steel wool (preferable), sandpaper or emory cloth. The sensor rod is usually pretty accessible from the front of the furnace. You can't miss it as it extends itself in to the burner area.
The rod extends in to the path of the flame and senses when there is (or isn't) a flame. The problem arises when the rod gets carbon build-up and becomes "insulated" and doesn't properly sense flame burning. It's there as a safety measure to prevent un-burned gas blowing in to the house. In other words, if it doesn't think the flame is ignited, it kills the gas.
The usual diagnosis, as shown on the video, is when the furnace goes though all its other startup and fire-up but shuts down immediately after the gas burners ignite.
It's certainly worth the effort, before calling service, if your gas furnace is behaving in the manner shown in the video. And if you are the pro-active type, worth a little preventative maintenance.
As always, shut off the power/breaker to the furnace when working.
http://www.youtube.com/watch?v=I86joWL66aE&feature=player_embeddedNow is the time, at least here in Chicago, to fire up the furnace and give it a test drive. You northerners might already be cooking heat.