Its always best to first check all your initial connections. Make sure all the electrical is correctly installed, the heater has a proper connection for the gas and that you have good flow through your LP regulator.
There are a number of troubleshooting items that you can do to work on understanding why the "service heater" light is coming on. Pentair's owner manual is actually very descriptive when troubleshooting this particular issue, including a simple to follow and easy to read flow chart.
http://www.pentairpool.com/pdfs/MasterTempOM.pdf
If this is a brand new unit, you would still be under factory warranty and available to have a manufacturers warranty station service the heater.
Warranty Certificate
Once you have completed the diagnosis as outlined in the owners manual, if you are still having issues with the heater, I suggest you contact Pentair for a local warranty station @ 800-831-7133. When calling, make sure you have the Make, Model, and Serial number of the unit. They will also ask the date of install and the company performing the install (if not by yourself).
I understand that this appears vague, but when you see the standard troubleshooting guide for the SERVICE HEATER error indicator, you will understand why simply posting a detailed response would be a little daunting!
Good luck and please let us know what you find out.