I ran out of oil last week for a few days (thank goodness for space heaters), and I just got my oil delivery yesterday. But now my furnace is blowing out cold air. I pushed the reset button on my thermostat, and went into the basement to check out my furnace. I pushed the reset button on it, and it was flashing a green light. The guide says it is in lock out mode when it is flashing. Pushing the reset button didn't change anything. It just doesn't appear that the furnace is receiving the oil, or maybe the pilot isn't lit? What do I do?

If you ran completely out you will need to "bled the air out of the line" the lock out mode helps protect servicemen. In case a homeowner repeatly hits the reset. I suggest you call a local service company may cost a few bucks but you will be warm.