Jim: If it is an old unit it might have a thermocouple. This is a small copper tube that goes from the gas value to the pilot light (if it has a piolet light). It is a safety device. It must sense heat at the pilot light or the gas valve won't open. I used to have to change those on gas boilers and sometimes gas water heaters. They are cheap and generate a few milllivolts of electricity that is sent back to the gas value to run that safety feature. If it is not the thermocouple ( if it has one ) then I would suspect the temperature overlimit switch which would also have a bulb of some kind to sense the heat and temperature. If you look at the schematic diagram for your heater you could find the devices that are capable of shutting your heater down. Also you could call Modine and ask them. They are a well known company and probably would help you.
Good Luck,
Gary