I can get the pilot to light but when I try and turn the black knob to on the pilot light goes out

How long are you waiting before you switch it to on... perhaps the thrermocouple hasn't gotten hot enough before you turn the knob.

With Smoothy at this point, 5-10 seconds at least for most thermocouples to heat up enough to hold the valve open.Could even be a bad thermocouple which can be replaced for under $5