You don't give us a lot to go on. Do you have access to a digital camera? A photo might be helpful in diagnosing your problem.
If you're using good fuel, (ethanol or methanol) about the only thing I can think it might be is failing to prime. Workable designs all have some means of heating the fuel to get evaporation started. Once the flame is coming out the jets, the stoves are self-heating for the most part.
Some stoves are designed to act as pot stands. They can go out when a cold pot is set on the stove, cooling it to the point where the fuel stops evaporating.
Anyway, if you didn't pre-heat, lighting two or three DROPS of alcohol in a non-flamable dish under the stove should get it started.
If you haven't already, visit ZenStoves.com for more information on soda can stoves.