I cannot get the pilot light lit at all. I am following the instructions. I can smell propane coming out of the pilot but it won't even catch the igniter spark or an open flame. Its not that it won't STAY lit. It won't light at all.

If you already checked the pressure on your propane tank and its sufficient then its probably your gas valve. Needs to be adjusted our more likely replaced. This its definitely not something you can do yourself. Call a technician.

What is this appliance, a stove, furnace or water heater? How are your other propane units operating?