I light the pilot lit. Tuen the switch to on and the flame gets big and the furnace kicks on blows out hot air for about 5-10 minutes then the furnace just shuts off. I go look and the pilot light it out. What could be going on?

You may want to let a service tech check this out. A crack or hole in the heat exchanger can let air from the blower blow the pilot out. One test can be to light the pilot and turn the blower only on if the pilot is blown out the system is unsafe and you should not use it.