Car starts, but then dies

OK the first thing is when was your last tune-up?
If the check engine light is on steady, The car is trying to tell you what's wrong. Think maintenance first, get it running well enough to drive to autozone. They will check the code free!
Once you get the codes if the car runs well after a tune-up, have them shut off the light. If it comes on again let us know what you've done recently and what the codes are! Remember we are not there to diagnose, more info you can give the better!