When you turn up the heat it fires up heat exchange but just when you think the blower will come on the fire goes out. Any ideas

Check the high limit safety for proper operation along with the blower motor operating control. Also check to be sure the blower motor works by moving the thermostat switch from auto to on that controls the blower.

I would check across the fan switch with a volt meter to see if it is closeing. If you do not have a volt meter you can hook up a jumper across the switch, or disconnect thecold side and touch it to the hot side to see if the switch is working or if the fan motor is bad. What is probably happening, is that the fan switch or fan motor are bad, and the high limit switch is cutting the burner off. How old is the furnace?