OK. Every time I light the pilot it will saty on for a few minutes and goes off. I talked to a friend and he said it could be the thermocooper or something like that but wasn't sure also. Just wandering if you guys might have an idea or agree with him.

It might be the thermocouple or your pilot light might be dirty or the safety magnet in your firing valve could be bad make sure your vent is open no birds nest if the pilot is yellow or in a shape of a horseshoe its dirty make sure its hitting the thermocouple