Chances are you have either a faulty air pressure switch or an overheat stat has cut out. Neither are easy to test if you are not familiar with using a multi-meter or to be able to check the combustion chamber seals.
You can test for overheat failure by going through the pilot lighting procedure. If you can put the pilot out and relight it exactly as described by the instructions then the o/heat stat is probably o.k and it is more likely to be the a.p.switch.
If you can't light the pilot the correct way (i.e. no spark for pilot) then its more likely the o/heat stat.
There are other causes but none that you should be trying unless you have the neccessary equipment and knowledge.
T.H.S
April 2007