you have a few possible problems:
if the pilot went out by itself then either overheat stat has triggered, gas valve has failed, or thermocouple has burnt out.
if it went out cos gas supply was interrupted through gas card meter running out or similar and it will not re-ignite then gas valve could of still failed but more than likely just dodgy spark to pilot assembly not allowing you to re-ignite.
if you can light the pilot but it goes out after releasing gas valve button then interrupter or thermocouple.
my advice would be get it a service as you may need in combustion area and that includes a seal which 99% will need replaced if the boiler is not on a service contract. they need their heat exchanger cleaned at least annually to keep burning clean and a well known red branded company are offering a gas boiler service for around £40. electrode lead may just need a little attention heat shrink tube/tape
iain, June 2008