I relit the pilot with no issues. The furnace ran fine for the remainder of the day. The following two days this continued to happen - pilot went out, relit it and it was fine. I was finally able to watch. The pilot remained lit but when the furnace kicks back on the pilot light goes out. Does anyone have any feedback as to why this it happening. It almost seems is when the furnace turns on it's blowing the pilot light out???? Please help.
When you lit the pilot light, you may have had to put the gas valve handle into a "Pilot" or "Light" position. Did you remember to put that valve into the "On" position afterward? You often have to push the knob down to get it to turn further.