In reply to Martin W:
Does it have an expansion vessel fitted, usually a big red thing?
If you have check the pressure, not of the system (there'll be a dial for that, but of the bladder inside.
If this is low then what happens is the system heats up and water expands and leaks out somewhere, usually valve heads or at the pump or somewhere were you can't see it. The system then cools down, everything contracts and the system then such air in, usually from the same places it leaks out viola, you get air in the system.
I'd check this first.
Do you lose pressure if the heating is off also?