When preparing my gas log fireplace (Marco model 794153B) for use in cold weather, my pilot light will ignite easily and stay on when release pushing in the control knob, but when I try to turn the control knob to the "on" position, the pilot light extinguishes. My memory from use of my fireplace last year is that the pilot light stays on throughout the season and only extinguishes when I turn the control knob to "off" at the end of the season. I can't figure out what I'm doing wrong.
Once you light the pilot hold it there for up to a minute then turn to on. It is possible the thermal pile or thermocouple is not quite hot enough. I find giving it a minute usually works if it still goes out and the flame is hitting the probe of the TC it is time for a new one.
The good thing is they are inexpensive and easy to change.