Gas and Oil Home Heating Furnaces - Gas furnace wont shut off

I have a gas furnace that will not shut off. What ever I do, the main burner keeps running at full blast. The only way I can stop it is to shut of the gas completely to the main burner.
The thermostat seems to be working correctly.....it will control the blower correctly, and it will control the central air correctly.
I am not sure how to determine if there is a problem with the thermostat, or if there is a valve stuck open.

Any help would be greatly appreciated.

In most cases it is the anticipator. This only occurs with electronic programmable thermostats. If it is, you have no choice but to replace the thermostat.

Remove the thermostat & see if burners stop burning.
If it shuts down then its your stat.

Thanks alot for the help....I guess the thermostat is alot easier to replace than something else in the furnace

One more question....I read some info on the web about setting the anticipator....inside my thermostat there are three "trim pots" - would one of these possibly be to adjust the anticipator??

I'm assuming that your thermostat is not an electronic programmable one. Some programmable thermostats are manually set. You could tell by the tiny glass bubble with shiny liquid inside it. Usually just below this glass is a metal dial with numbers on it, you will need a magnifying glass to read the numbers. Also you will see a tiny little metal arrow that sometimes look like a clock hand over the dial. If this is the case, let me know and I'll tell you where to get the number for the setting on the furnace.

Okay, I called the manufacturer of my digital thermostat (white-rodgers) and they informed me that if I turn everything ON, and then remove the thermostat from its base, if the furnace still runs, then it is NOT the thermostat. Well, I have tried this, and the main burner just keps blasting away....

So, what next??

I'm almost certain that the anticipator for a electronic programmable thermostat is located on the base. It looks like a diode or a very small battery. There is a simple test. Disconnect the red wire on the base.

Well, it is fixed. What happened is that I guess there is a special valve for the gas inside the furnace that is used for testing. When the gas man came out to hook me up, he opened this valve so he could test, but he forgot to close it when he was done.

I want to thank you guys for your help. I was able to use your advice and apply the process of elimination, which lead me back to the gas company.

Thanks very much for the help!!