I have a rheem furnace that won't work. We have three lights on the furnace. The orange or red one usually lights when it is working but now that it isn't working that light doesn't work. It don't even blink. Could you tell me what that means. What is happening is my furnace goes through the cycle of starting up the electric ignitor glows then the flames start then you hear a click and the flames go out a second later. We tried cleaning the flame sensor already and we are at a loss.

The control board should be in the blower compartment. On the control board should be a 3 amp automotive type fuse. Pull the fuse & inspect it.
On the door of the blower compartment should be a sticker on which is written the key to the light codes.