Janitrol furnace pilot starts the furnace but doesn't stay lit. then cycle starts all over. What's the problem?

Sorry, I don't know what you mean by "starts the furnace". More information would be helpful. Does the furnace have a pilot which stays lit all the time? Do you have a model number of the furnace & aprox. Age?

Please give the info requested by Grady. It sounds like the main burners are lighting then going out over and over again? May be as simple as a dirty flame sensor.