Oven Will not stay Lit?

You dont say what make or model your cooker is.
One of the biggest reasons for the oven burners not staying lit is because the thermocouple has stopped working. Its job is to shut the gas valve down if it detects a loss of flame or heat. When they go wrong they always fail safe.
Its no big deal- they are a replaceable item and cost just a few £'s.
Google 'thermocouple for................'
or go to: www.espares.co.uk and track down the part-they may even have a video of how to do it, just click on the advice tab and follow the prompts

GB in Wales
March 2013