There is a slight smell of gas in the utility room when my hot water heater is not heating. I turned it off, opened a window and waited awhile, then re-lit. Same problem. Doesn't seem right - what should I do?

Turn the gas valve on the gas pipe to off. Turn the gas valve on the water heater to off. Open window and let the room clear out. Close window and allow some time. If you smell gas call a plumber with a gas fitting license. Keep window open.
If you do not smell gas, turn valve on the gas pipe on. Give it some time.
If you smell gas you have a leak in the piping between the valve on the pipe and the gas valve of the water heater. You can probably find this with some soapy water. Mr. Bubbles from the kiddy department works great.
If you do not smell gas, turn the gas valve on the water heater on. Give it some time.
Now if you smell gas you have a defective gas valve on the water heater.
These can be replace but if the water heater is more than a few years old it would probably be more prudent to just replace the water heater.