Please provide a few more details. Do you mean when you turn thermostat to heat, everything comes on, then shuts right back down?
Do you have a volt meter to check and see where we are losing power?
Check the high voltage connections where they wire nut to the furnace wires and make sure they are not loose
Ok it seems like all is good up to the control board.Are you getting a flash code from the LED on the board when you turn power on?
If the 120 is steady to the transformer and the 24 volts is steady from the transformer I am going to say you have a problem in the control board.However, this board runs a couple hundred bucks, so I would recommend having a tech verify before replacing the board