Thats a 24 volt control circuit problem. There is a relay on the control circuit that is power closed-anytime the 24volt circuit is interupted the relay closes and the fan runs. This could be any number of problems. Here is a list I would look for.
# 1 cracked combustion chamber
# dirty air filter
# faulty flame rectification
# Dirty air filter
# faulty circuit board
# Looses wiring
# bad 3 wire pilot switch or other pilot proving device
The only one youll be able to check is the dirty air filter. I would call a service tech out. What city are you in?