I'm assuming, that after you release the burner knob, the infrared burner goes out. You need to hold the knob in until the infrared burner gets glowing hot. If it doesn't remain lit after doing that, the thermocouple that keeps the burner lit, either needs cleaning due to a grease build up or replacing the thermocouple entirely. To clean it, alcohol and a cotton ball works well.

Hope this helps you troubleshoot and solve the problem.