Millivolt heaters are a total P.I.T.A. to troubleshoot, and are a non-ideal design for use around pools, where corrosion is inevitable.

If the heater's old, and you can afford it, replace it with a modern electronic heater with a salt-compatible heat exchanger, and a 120V electrical circuit. If you use the heater much, you can afford it, since older heaters tend to degrade in efficiency a LOT due to external heat exchanger corrosion.

If you need to work on it, use this page:
http://www.poolsolutions.com/search.html
and the search phrase "millivolt pool heater"