I have a Lennox whisperheat furnace with electronic ignition.It clicks and lights the pilot for about a second (with a pretty blue flame)then it clicks and the pilot goes out.I know the clicking is a gas valve working,but other than that I don't know.Why won't it stay lit and ignite?Your help would be greatly appreciated!

I would check the flame rectifier circuit. Usually there is a sensor that detects flame and allows the unit to continue to operate once the flame is established. I would check the sensor or replace it.