hi, the problem seems to be the thermocouple, this is the item that keeps the pilot light on, and is a safety device for the gas system,you need to check that the flame of the pilot light is directed on to the [ wire like rod ] at the pilot light area, and it should be red hot,if not then this will be the problem, i am sure this is the problem anyway. bob ps do not PLAY with gas!
bob, January 2006