In reply to Jim Houghton:
I have experienced the frustration of petrol stoves too my friend lol I have a coleman 2 ring stove and an msr whisper lite internationl.
As others said make sure u prime it properly, let the flame start to die down then open up the gas, not priming enough will mean when u open valve it wont burn clean and just fire ball back into a big orange thing, and priming too much will give you a big sooty orange flame which will coat everything in soot and probably block the jet
If its not a priming issue then other suggestions are:
-take it all appart and give it a clean (boil it!) if its an international then ensure u dont lose shaker jet needle etc
-Strip pump down too, that has a filter in it which can block up, my stove would prime ok then as soon as you opened valve to cook it would stop working.
-Lastly I run mine with a bit of red X additive, works a treat, plus splash out on the expensive high octane petrol!
They are pretty indestructable (if a little tempormental) stoves, it is likely to be how ur using it
you will get used to it, hope thats of help!