Valve was installed 2 or 3 years back and has worked find. I can light the gas pilot light and it has stayed light for days. I has a little yellow in the flame. When the heater is turned on via the thermostat, the valve supplies gas to the main burner, it ignites and the pilot light is either blown out or shut off and the valve shuts off. I installed a new pilot thermocouple but the valve acts the same way.

I have down loaded from White-rogers information on the valve. There are two screws that regulated the pilot gas and burner gas pressures. My water tank get gas from the same gas supply and it works find. I am guessing it may be the 24 volt AC transformer or sensor that turns on the air mover. Historically the burner comes on an heats the ducts. When it gets hot enough the air mover fan comes on.

If anyone can give me direction, how to troble shoot what is going on it would be appreciated.

You need to take the pilot apart and clean the pilot orifice out. Not enough gas is getting through the orifice and that is causing your problem. IT is not a pilot gas pressure problem since you can adjust for more pressure but since the orifice is restricted it will not allow and it to make much of a difference. The pilot flame should be somewhat blue when operating properly.

NOTE: caution must be taken for disassembly of the pilot. After you remove to assembly with the tubing attached you should spray wd-40 on the threads of the nut that holds the tubing to the pilot. If not it will probably twist off and you will be replacing the unit. The aluminum tube corrosion problem prevents the nut from coming loose so use wd-40 and rock it back and forth with the correct size wrench to loosen the corossion around the assembly.

Becareful cleaning the pilot orifice since it has a very small size hole. DO NOT enlarge the hole with the wrong size drill bit. Clean it out with very fine wire and then make sure you can look through it using a flash lite to be sure it is clean. Then reassemble. All should be OK unless you have to readjust the pilot gas to lower the pressure.

Are you 100% certain that this unit is not rolling out and causing the safety to trip? I have seen older systems that would ignite fine but as soon as the blower came on the system would roll out due to a cracked heat exchanger. Additionally I have seen systems with too much gas pressure on the outlet of the valve actually blow out the pilot. Unfortunately unless you have a manometer I would NOT suggest you attempt to check this.

Try hvac1000's suggestion first, if that doesn't work then I would call your service company to have it inspected.