If on initial start up the pilot does not stay on then it is most likely the thermocoupler which is heated by the pilot light to the point it opens the main gas valve.
The pilot light must stay of for this to happen. If it goes out after holding for the relevant time shown in book [5-10 secs] then it's sure to be the coupler.
I wouldn't personall mess with gas I leave that to the proffesionals. Shop around for best repair price.
Bob, August 2009