PILOT THERMOCOUPLE WAS CHANGED TWICE IN 1.5YRS?

I AM TIRED OF PAYING $200 TO HAVE THERMOCOUPLING 2X IN 1.5 YRS.
I CALLED A SERVICE PERSON, BECAUSE PILOT WAS NOT STAYING LIT WHEN I TRIED TO TURN ON. THE LAST TIME IT WENT OUT WAS WHEN I LOWERED THE TEMP, BECAUSE N.Y. WAS WARMING IN APRIL OF THIS YR, HOWEVER TEMP HAS DROPPED TO COLD NIGHTS AT BELOW 50 F. I TURNED UP THE HEAT AND NOTHING. I REALIZED THE PILOT HAD GONE OUT. I AM TRYING TO KEEP THE PILOT ON HOWEVER THE MINUTE I RELEASE THE RED BUTTON IT GOES OUT. I DON'T WANT TO KEEP CALLING SERVICE PEOPLE. CAN YOU SUGGEST WHAT MAY BE GOING ON. WHAT POSSIBLE SOLUTIONS OR STEPS. THANKS