I have this problem too at the moment. It'll run for a short while when turned on from cold but once it heats up a little and you press the throttle it dies. if you let go of the throttle as its dieing it'll idle again, but if you hold the throttle open it sounds like its ran out of fuel.

I'm not near the car at the moment so havent had a chance to play about with stuff but my suspicions are

TPS
CPS
Fuel pressure regulator

hth and to anyone else out there please help!!!!

JAmes.