Sounds like the thermocouple. Make sure you hold the grey knob in long enough (I used to hold for about 1 minute) and make sure tip of thermocouple is in the flame. Release slowly.Sometimes the control knob can play up but 99% of the time it is the thermocople. Only a few pounds so try replaing that first.
MJ
February 2010
I can answer this question...
Cant get fire to light after pilot release control has beeen released?