Hi Take care with this cure, It sounds like you have over ridden the safety device, it works like this.
When you start the burner pressing the valve in opens the gas valve. When the thermocouple heats up it provides ciurrent to small solenoid which holds the valve open. If the flame blows out the thermocouple cools releasing the valve shutting off the gas.
The voltage fron the couple is very low and the current quite high, therfore everything must be clean remove all corrosion from the thermocouple end and in the solenoid connector carefully. On rare occasions the solenoid in the valve fails.
Hope this helps.
Regards
Bob
Bob, August 2007