Most gas appliances these days have a little safety gizmo that checks to see if the pilot flame is alight - if the sensor is broken and can't detect the heat from the pilot flame the main burners will not turn on. Stops your house blowing up should the gas go off and then come back on again.
Check your flame failure device - try moving it into the hot part of the pilot flame - have it replaced.
Peccavi
November 2008