If you have a furnace that burns kerosene or heating oil, it may stop working right when you want it to when it's cold outside. When it doesn't work, there are things that you can do to get your furnace running again. 

Check the Emergency Cutoff Switch

Furnaces have an emergency cutoff switch. The switch may look like a light switch or it may be a button. If there is a problem with the furnace, it will often trigger this cutoff switch. That will cause your furnace to turn off so that whatever the problem is can be taken care of. However, sometimes the switch can be triggered even if there isn't a problem. So, check to see if the switch is set in the on position. The switch is generally up high on the wall near where your furnace is. It's high so that it doesn't get messed with on accident. If the switch is in the on position, then it's time to try something else. 

Bleed Your Furnace

If your fuel tank ran empty or you are turning on your furnace for the first time in the heating season, you may need to bleed off the fuel line. When you do this, you are getting rid of all the air bubbles that are in the fuel line. Those air bubbles keep the fuel from getting to your burner and will cause your furnace to keep turning off. Generally, this is something that you can do on your own, with minimal tools. You will need to have a straw or something similar, a small wrench or pair of pliers, and a bucket or jar. What you are going to do is locate the bleed valve. There should be a small nut that you want to loosen. Don't take it all the way off, because it would cause more problems than your furnace not starting. Then, put the straw over the exposed nipple and point it into the bucket or jar. After you do that, you are going to turn on your furnace and let it run until nothing but fuel comes out of the valve and it doesn't gurgle or bubble anymore. Next, close the valve and see if that works. 

If you are still worried about your furnace not running, then you may want to call a residential heating specialist to come and take a look at it for you.