I have a majestic gas fireplace that has worked perfect in the past but this year I cannot keep the pilot light lit. It will light stay lit then when the thermostat turns the burner on it will stay lit for just a few seconds then shuts down including the pilot light. Any ideas?

Low gas pressure.

If you have a provision for adjusting the pilot I would adjust the pilot up a bit, it could be that he pilot is so low that when the main flames goes off it sucks the pilot out with it.

Very wrong

Gas fire places are typically millivolt systems. The pilot burns on a thermopile or pilot generator. The pilot needs to be strong and clean. The generator produces the electricity to open the gas valve. I suggest cleaning off the generator with sand cloth. You don't have to pull it out. The millivolts that the pilot generator produce is usually around 500 if clean and working properly. Step #2, tighten all connections. Since its such a small amount of voltage any connection that isn't clean and true will eat up the necessary volts it takes to keep the gas valve energized. If you turn on a switch on the wall to turn on the fireplace take the switch out and make sure they didn't use the stab connections if they did pull the wires out and make true solid connections with the screws on the switch. Try this and let me know