how can I keep my gas furnace to stay on?

You have posted in the wrong section Rick.

If I were you I would get someone in who has experience in this field.

I do know that if the pilot light is on and the burner does light but goes out after a few seconds,then it could be a thermocouple issue or just a dirty blocked flame rod (burner).

Always safer to have it looked at by a gas safe pro when dealing with gas appliances.

Stay warm
December 2013