gas oven wont light?

i have a gas oven and the pilot light lights ok, but when i turn the knob to gas mark 5 for example it just stays on the pilot light I,E the flame never gets bigger, i pulled the wire from the thermocouple into the flame and it lit but that only worked once, my question is how do i replace the thermocouple so my oven flame gets bigger when the knob is turned to gas mark 1-9 can i just buy a new one or is the oven dead?