Mike, I suspect that the problem you're having is not related to the new Thermoplie (Pilot Generator) you installed. Its with the Thermocouple. The clue was "Some of the time its hard to keep the pilot light lit". The Thermopile controls the opening and closing of the gas valve, when the wall switch is turned ON/OFF. The Thermocouple, is what keeps the gas valve open and pilot light lit all the time. If there's no flame heat on the Thermocouple, it closes the gas valve. Rather than replace it, you can try polishing it with some very fine sand paper, then wipe the tip with a cotton ball soaked in alcohol. If the Thermocouple is really pitted, don't attempt this. Just replace it. If you do replace it, when you make the connection to the gas control valve, finger tighten the nut, then tighten only 1/4 turn more with the appropriately sized wrench.
By the way, MARCO is no longer in business as MARCO Fireplace. It was purchased by Lennox Hearth, a division of Lennox Heating. And your model firsplace is no longer manufactured. If you continue to have problems with it contact Angie Parrish at Lennox via email email@example.com.
Hope this helped you solve the problem. Please be kind enough to rate my response to you. Thanks and have a good day!