What is wrong if your pool heater ignites and then goes out?

If the unit is propane or gas, the flame sensor may be bad or not in the flame long enough to "lock" the circuit on. Some units require you to hold the pilot on for 10-15 seconds to heat the sensor enough to "make" the cicuit. If in doubt, call a professional because gas and propane can be VERY dangerous.

Additionally, when was the last time the filter was cleaned?