The gas man has probably replaced the thermocouple - thats the small bulb thing that sits in the pilot light flame. Its the thermocouple that keeps the flame actually lit so a couple of points 1) Is the thermocouple actually new 2) Is the pilot light flame contacting it fully? If so the gas delivery valve and regulator has to be the next suspect. Suggest you call in someone else!
John
March 2008