here is a good video to watch, it'll probably give you all that you need: http://www.youtube.com/watch?v=I86jo...layer_embedded
the flame sensor is just a thermocouple that touches one of the burners and senses the temperature. if it gets corroded, it will stop sensing the heat properly and will likely cause short-cycling like what you see in the video. emery cloth is the same stuff you use to clean copper piping and can be found in the plumber section at lowe's.
i have never cleaned my flame sensors in 5 years and i have never had any issues. but then again, i live in texas and our furnaces down here don't run that much.