I have a Case 850G bulldozer that keeps dieing when you start it. If you keep the key in the cranking position (not good) the dozer will keep running. As soon as you release the key to the run position the engine dies. Does that sound like a fuel shutoff solenoid problem, an ignition key problem, or a fuel problem. Will change fuel filters and see what happens. Might even try the tank cap off to see if it is a tank problem. Seems to be electrical though.
Sounds like a problem in the ignition switch to me.
There should be a solenoid the is activated by the key switch which in turns closes the fuel shut off solenoid. Get a test lamp and start back tracking from the fuel shut off solenoid. These are pretty simple to trouble shoot. Also you can remove the left engine cover and have someone watch the fuel shut off solenoid work. I would believe it to be like previously stated the actual key switch or the ignition solenoid.