One of the easiest repairs on an oil burner is changing the protector lay. This control can give you fits like no other control can. Sometimes it will work just fine and then for no apparent reason decide to lock out, shutting down your heat.
If you are in the situation of not having good dependable heat from your oil burner, then you may need to look at changing the protector lay on your burner. This safety control is great when it works and a real pain in the rear when it does not. You can navigate here http://www.ryananthonysheatingservice.com/ to know more about oil burners.
The process to change this control is very simple. Turn your power off so you don't get zapped. Loosen the two screws on the junction box and slide the relay off.
Mark the wires and the connection for each one of them, so that you can get the wiring back right. It may even be helpful to have the new control handy and just pass one wire at a time.
When all the wires are reconnected, just replace the relay back on the junction box and restore the power.
Your oil burner should now startup and run smoothly. Hopefully this will solve whatever problem you had and you will be comfortable and warm!