Kelly,
Ignore Steve he's only here because his own light must have gone out.
Seriously, Unless you have had a cylinder vacuum cleaner blowing towards the fire, there is always a good reason for the pilot light going out.
It is relit using the controls underneath the gas fire and probably behind a removeable cover or plate. If you are lucky the re-light instrutions will be printed on the inside of the plate. The chances are, that the thermocouple is faulty. In which case the pilot will relight but will not stay lit when you release the gas valve.
Advice- find a friend who knows what he's doing and ask him to 'light your fire'
Cledlyn
August 2008