Verify that the propane tanks are turned on, and full. The furnace will run for a bit before the air flow sensors open the gas valve and light the flame. If the lines are full of air and not propane it won't light and then shut off. Try the process a couple more times to purge the air. you can also turn on the stove to help purge the air.
2006 Ram Mega Cab
2011 Octane T26Y