The pilot on the fire needs to be big enough to reach the thermocouple, this is a safety device which keeps the fire on as long as there is gas and clean oxygen.
You say the pilot is small, it is not reaching the thermocouple so the pilot is going out, the pilot will need cleaning out, gas safe man is the only one who can take fire to pieces, but you can try a little trick i have done in the past, get a straw from mc'donalds, with the fire off blow down the little hole where the flame comes out of the pilot with the straw, this will clear the fluff and dust and the pilot will work again.
Happy days!!!!!
Ray
September 2009