Found this out about the heater after some searching. http://www.dgatprogram.com/
It seems that some of these Coleman heaters have issues, supposedly mine was checkout but after contacting Coleman it never was.

I am now waiting on someone to come check it out.

Sensor removed and cleaned still having the same problem. House is down to 55 degrees and its 5 outside. The furnace lights but as soon as the fan comes on the fire goes out, then it lights for 30 seconds to a minute and goes out again. That cycle repeats itself about 5 to 6 times then it shuts down...

I have owned the house for 3 years now and keep having an ignition failure code on the heater - 1 flash on the indicator board - To date the circuit board has been replaced twice the ignitor 3 times and a new gas valve, but the heater fails to keep up when it gets cold out any suggestions? Thanks Rob