Ranger 2 furnace questions

well this morning I installed new cabellas 24 group battery and new thermostat. Suddenly the fan in furnace is running! Progress, but no heat is blowing just cold air, it ran for about 15 minutes, propane tank has propane, lines are open, fuse is good. Any suggestions on my next step? I did notice on my circuit board that the light is not lit, should it be?
This is the Atwood 8516 III 16,000 btu

I was also reading that the fan will run and try and fire three times before shutting off, during the whole time I was in camper the fan never shut off until I moved the thermostat to a lower setting, then it shut off.

Updates, I do not here any clicking from furnace area,also on another furnace topic I read to make sure in thermostat, the little metal arrow is actually touching one of the tiny metal spots on dial, which it is.

So today Nov 15th 2010 I went down to safari RV and had them test my board, all is firing correctly on board. I went ahead and purchased a sail switch, a limit switch and an electrode. I feel it has to be one of those.