I realized 2 weeks ago that there was cool air coming out of my vents when my heat was on. I then figured out that the pilot light would not stay on. I changed the thermo couple and it seemed fine. It would stay lite and the heat was working. Last night I truned the heat on and the same problem occurred. I kept trying to get the pilot to stay lite , but it would not stay lite after I would take my finger off the button. I thought that I may have put in a faulty thermocouple. So... I went to Home Depot and purchased a new one (again). I just got done changing it and it will not work. The pilot light will not stay lit. I have tried SEVERAL times! NO LUCK! I need help!!