change the battery (which is probably the most condescending thing i could of said) but the flash uses alot of power,
also check your manual (after checking the camera settings as bethejo said)
some cameras have a secondary battery for the flash, (normally a watch battery) if not, it may require a replacement bulb or capacitor.
unless there are instructions in your manual to replace a bulb, it will need to be done by a professional, as the circuitry for the bulb is quite high voltage.
which model is it btw?