I have an old gas furnace, Day & Night, circa 1985. So, I come home one day, no heat. The fan is running, but no warmth coming out. So I check the pilot, it's out. That's happened before, so I do the starting procedure, and no flame. I replace the thermocoupler, but same deal, no flame.

FYI, my pilot light has four settings, in order from left to right:
"OFF" "ON" "PILOT" and "SET"

The normal start procedure requires "OFF" for three minutes, then over to "PILOT," depressing it until flame ignites (or for 90 seconds, max). Then, once flame is lighted, move dial to "ON." Nothing in my manual explains what the "SET" setting means. When I move the knob over to set, it moves back to "PILOT" unless I hold it at "SET." However, I discover that when I move it to "SET," I hear gas coming out of the pilot, and, IT LIGHTS!

BUT as soon as I remove pressure from the knob, it goes back to "PILOT" and the flame goes out. If I try to light the pilot by depressing the button on "PILOT" as directed under the starting procedure, nothing happens.

Any ideas? My gas is working, obviously, as the pilot lights if I hold the knob in the "SET" setting, but will not continue to flow. I have replaced the thermocoupler. I'm at my wits end.

THANK YOU!

Got it going, thanks anyway!