pilot light won't stay on?

I have the same problem as the other emailer (although my unit is much older) The pilot light won't stay on, But it's not always or only the thermocouple. I changed that and it still doesn't work. I didn't think that was the problem, but changed it anyway. At 1st, nothing. So I took the new one off again and cleaned the threads to the screw in combination, reattached the new piece and it worked!! For 10 minutes!!!! Flame looks OK, but I can't fine adjustment screw either, just to try it. Last year I changed the gas valve which was causing the same problem with pilot, and it worked great for the whole year! Now what is it?!?!