I have Airtemp, model # 4208-10. In following the instructions, you light the pilot light, hold it down for one minute then when you release, the pilot light does not stay lit. Any suggestions?

Make sure the thermocouple is in the flame of the pilot, not just the tip, but at least 1/3 or more. If so, you probably need a new thermocouple, about $12 at most supply stores. I believe yours is a match ignition, easy to replace, follow instructions on package. Also make sure the pilot orifice is clean by running a small wire in the orifice hole.