I can lite the pilot than when I turn furn. On burner comes on for about 3 sec and every thing goes out and have to re lite pilot

Get up close and watch it go through its cycle,could be the flame rollout is opening and killing power to the gas valve.see if you have abnormal flame in one of the burners, different color or higher flame than the other burners. How old is the furnace? Does furnace have a name brand and model number?