This may be caused by two things: the thermostat mounted on the wall or the limit switch located on the furnace just below the plenum (the box that distributes heated air to all the ducts). The limit switch is designed to shut off the furnace if the air in the plenum gets too hot.

Check the thermostat to see if the "Fan" switch has been turned on. If it has, turn it to "Off" or to "Auto." If it is set to "Off" or "Auto" already, the furnace's limit switch must be adjusted. Call a furnace repair technician to adjust the limit switch, or, if you are handy with this type of repair, follow the instructions in your owner's manual to reset the pointers on the fan side of the limit control. The lower pointer should be set to about 90 degrees Fahrenheit, and the upper one should be at about 115 degrees Fahrenheit.