[Acuracura]

Take a look at your thermostat. It should be upstairs in your main living area somewhere. Check to see if it is working properly. What have you set the temperature to? Some of the digital ones will have a little picture of a flame to indicate the heater is on. Bump up the set temperature (higher than the actual room temperature) to see if it is responsive. The thermostat should be sending a signal down to the furnace telling it to turn on.

Assuming the thermostat is okay, move on.

What the likely problem is the THERMAL COUPLE.

Basically how your furnace works is the following:
-House is cold, thermostat detects it's cold
-Thermostat sends signal to the furnace to heat up
-Funance lights up and heats up the box that holds air
-Thermal couple is a little thermometer that ensures the pilot light is on. It looks like a piece of metal that sticks into the flame. If there is no flame, the Thermal couple will shut off the gas. If the Thermal couple is old and eventually gets charred up, it wont sense anything and always think there is no pilot.
-The thermostat is there so you can adjust the range of the air you want blowing out.
-When that box/air gets hot enough it sends a signal to tell the fan to turn on.
-Then the fan blows hot air through out the house.

It's a cheap part to buy and easy to replace, just plug and play. Just take the old one out and bring it into any old school appliance store and they should have them in stock.


Edit:

oh shit, i see you don't have a pilot light... well i'm sure there's something similar for the newer style furnaces in terms of a safety device to shut off the gas. I googled my furnace problem (by no means a pro so take my advice as you will) and thats how I came about to fix it myself. It costed about $20 and no labour so couldn't really go wrong...so long as you remember to turn off the gas first.