Hope this isn't gonna be a regular occurrence..

1900 water cooled, petrol, auto.
Driving home form a short trip today the engine started coughing, like it was running out of juice. Managed to get it up the road. Tried starting it, fires fine but then as soon as I take my foot of pedal it dies. So, I trudged to garage, got some petrol and tried it again. It started and then ticked over fine. So, thought it must have been the petrol. Drove to petrol station to fill her up and, boom, same thing. Had a fiddle around making sure all the leads and whatnot were tight and it finally started. Got home fine. Then, just for piece of mind I tried it again before locking her up for the night, and boom, same thing again... fires fine but then just dies.

Fuel pump? Fuel filter?? Any ideas?? AA call in morning I guess.....
Sorry if I am missing a simple answer here, just had van a couple of weeks and trying to get to know it a bit.