I checked my thermostat and did the 'shorting' of the 2 wires and my
boiler did not come on. I tried to lite the pilot light..nada. There is
something constantly running in the background..it sounds like the
burner is 'on', but it isn't. I do not see any flames. I checked
circuit breaker and all is well there. I'm hesitant calling a plumber,
the last time ( 2 years ago ) it cost me over $200 for a replaceable
digital thermostat which eventually i did not have to had the old one
replaced..it worked fine. Am at their mercy when they come to check it
out. How can I contradict them..? They might say I need a new
furnace..a chimney clean out, another thermostat and etc.

Shut off the power and carefully vaccum out the furnaces then *gently*
clean the pilot and the thermocouple. Sometimes the crud/dust keeps
the pilot from staying lit and/or heating the thermocouple.

How can you contradict them, pay for 10 techs to check it out then call
your guy back. Is the pump running.

How can you contradict them, pay for 10 techs to check it out then call
your guy back. Is the pump running.

Well, by not being an expert on heating, some of them can scam by just
saying ..its something that is expensive and I cannot afford it. WhaT
do you mean by Pump running?

You said something sounds like it is running, boilers heat water and
have pumps so the thermostat might be calling for heat but many things
may not be allowing it to fire. If the pump is running and pilot is lit
try tapping the gas valve with a piece of wood.

see:
http://www.arnoldservice.com/Trouble...g_Problems.htm

and:
http://toad.net/~jsmeenen/hydronic.html

and search google.com for a copy of the manual for basic
troubleshooting.