Mike:--Replace the thermocouple(with a quaity one...300 milivolts or more. Be sure the tip is in the pilot flame. Increase the size of the pilot flame is possible (on some older model valves, there is an adjusting screw hiding beneath a plug that has a screw driver slot on it. Be sure that the main burner air shutter is adjusted properly (if the flame is to lean, it can pop when it cycles off with such force as to extinguish the pilot flame.)Lots of luck...Bud..
the pilot light goes out, no odvious drafts lights up just fine but goes out often.