1+ on what nsrdownunder said.
Check air screw adjustment (that's easy - it's that little thumb screw, usually sticks out near the choke).
Next, if it doesn't work - pull your carb off and clean the jets out (particularly the idle jet also called the pilot jet). Start it, warm it up and adjust your air screws with the airbox off (so you can get at them). Screw them equally in/out. Should be about 1.5 turns out.