Steve,
you may have fitted the thermocouple incorrectly and/or damaged the gas valve sensing coil this latter fault would require a whole new gas valve fitting.
Anmother point to check is the Pilot flame picture as if this is incorrect the same fault will be present, but and I cannot stress this enough,I must remind you that repairs to gas appliances are covered by the current gas regualtions which prohibit any repairs being carried out by unregistered persons.
Paul, October 2008