if the fire goes out in use continually this could mean the oxygen depletion sensor has been activated, the fire should not be used until the cause has been found and put right. Check there is no debris around the pilot assembly, say coal or soot, & check for fluff in the pilot aeration hole, has the flue an obstruction? birds nest, cobwebs etc. Anything else get a properly trained gas fitter in.Good luck.
Chris P.Duck, February 2010