I am trying to light my gas furnace in my house but it won't light. I light the pilot and when I turn the dial to on the flame goes away and no gas in going through! What am I forgetting or doing wrong?

Let the pilot run for 30-60 seconds before turning the dial to "ON". This allows the thermocouple to heat up, which will allow gas to flow to the main valve. If it still goes out, I'd replace the thermocouple.

Best of luck,
WallyH