Hi,
That sounds like you have too high of gas pressure which keeps the oven gas valve from opening...turning on the burners lowers the gas pressure enough to allow the gas valve to open. this is a saftey feature on many gas valves.
To stop that you will need to install a gas pressure regulator which will hold back the gas pressure so the valve can open.
Here is a tip that I wrote about regulators and them failing on the low side, but it will give you and idea what I am talking about and what you need to install in the line to your range.
http://www.fixya.com/support/r5849793-propane_lp_or_natural_gas_regulator
heatman101
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