I have followed the directions, yet the pilot lite won't stay on.

Most likely you will need to replace the thermocouple. It's the small copper tube attached to the pilot assembly going to the gas valve. A good hardware store will stock them. They come in different lengths so measure your old one.

Good first step. Post back if it doesn't work.

I had the thermocouple replaced last winter.. it worked for about 3 months then went out so I thought.we left heater off for the rest of the winter and just used space heaters.this year I went to clean heater pads and dust.so I thought I would give it a shot at lighting the heater to see what was going on and to my surprise the heater started right up for about 2 weeks.is the problem my thermocouple or my lever that has off on and pilot and set??