If this is a new install, be sure of the following:
1. Make sure the ignition wires are in the correct position. The black lead should be closest to the center of the burner where the red lead should be closer to the edge of the burner.
2. Make sure the fuel source is completely open. If using propane, make sure you have fuel in the tank. Low fuel will allow for ignition but not enough of a sustained flame at the pilot.