Thermocouple or thermocouple interruptor, check that the thermocouple has not burnt out and connections are sound to the gas valve.
This is a safety issue and needs to be checked by someone qualified, the pilot is extinguishing because of a fault on a component or more serious lack of combustion air, lazy yellow and flame lift is lack of combustion air, flame picture should be a healthy blue.
Check flue for any blockages, two stage fan is running at low speed to keep pilot alight, case seals are intact and site glass is not cracked or missing.
This is a relatively an easy job to check the aforementioned, not expensive if its the thermocouple/interruptor.
remember SAFETY FIRST.
Steven, January 2010