Sounds like the thermocouple has broken down..That is the little brass/copper rod that sits in the pilot flame (It's about twenty millimeters long and the thickness of a knitting needle ) This has got to get hot, which in turn opens a valve, allowing the gas to go to the burner..
You MUST be Gas Safe Regestered (Corgi) to do this work.... Looks like a service engineer is the order of the day.
Chumley, December 2009
