I was at work and my boss had locked the fire exit and said to me that it was fine to do so when I was working in the building at a petrol station. I have been suspended because I shut the site down and refused to work with it locked. How I report this?

Petrol filling station are subject to the Regulatory Reform (Fire Safety) Order 2005 and a satisfactory means of escape is required. The local fire and rescue service is the enforcing authority and if the means of escape is not satisfactory you should report it to them. Check out http://www.firesafe.org.uk/uk-fire-rescue-services-details/ for the appropriate telephone number.

I work at a petrol filling station, only one means if exit and entrance, however this is at front of the petrol station where all pumps are located.  Should there be an alternative exit for emergency's 

Usually they are built with them, most kiosks are small enough for the travel distances to be short enough not to need a designated exit.

There is the forecourt risk, but you can isolate the pumps from the counter and shouldn't have an incident growing so fast as to cause a problem.