Flame goes out after I turn from pilot light to main gas flow?

The flame goes out on our gas cooker after I turn from pilot light to main gas flow on all hob burners, the oven & grill even though I wait for ages.
The way to cure this is to take the knob off and pull the shaft out with pliers but this only cures the problem for 1 or 2 lights and you have to do it again.
The cooker is only about 3 years old does not have a brabd name on as it was cheap off ebay.
Can anybody help as my wife says she wants a new cooker if I dont fix it soon.