pilot light goes out?

Sounds like the thermo-couple has died. This is a safety device that sits in the pilot flame and sends an electrical current to a device which controls the gas valve. The pilot flame causes the electrical current to be generated so if the pilot flame goes out there is no current and the gas valve is shut off. In your case the thermo couple (assuming it has died) thinks there is no pilot flame so shuts off the gas valve. These people carry spares www.stoveshoponline.co.uk/pdf/hearth_fires.pdf

Replacing gas parts should only be carried out by a qualified person.

Mike
September 2011