When i lite the the gas,the pilot lite works fine but when i take my finger off the button pilot lite goes out,but if i keep button slightly pressed every thing works fine,is it the thermocouple or thegas control that is faulty

thermocouple usually

Your thermo couple is bad. Thats the copper tube that goes from the gas valve to the pilot. It senses thats the pilot is lit. Thats not working thats why it goes out. You can get a new one at lowes or home depot for about ten bucks its pretty easy to change just dont kink it when you put it in. It will just plug in at the pilot and screw in at at gas valve.

does the pilot go out when you let off the button? Or does the pilot not light at all?

If you dont get any gas at all to the pilot the the gas valve is bad.
Of you get a pilot light that goes out when you let go of the button then the therno couple is not reading the flame (needs adjustment so the pilot flame touches it)
did you kink the new thermocouple? or over tighten it at the gas valve.
if it was kinked its now toast,cant straighten them. If kinked and starightened the fluid inside has broken the inner seal and wont work.

If pilot stay lit, then thermocouple is working.
If pilot will light, then you have gas. If pilot goes out when pilot button is released, then thermocouple is next suspect.

Thermocouple tip must sit in pilot flame.
The pilot light heat applied to two different metals inside thermocouple causes small current.
The current travels back to gas control valve through copper line.
If the gas valve receive this current, then a magnetic switch stays open and allows gas into the gas control valve.
The magnetic switch is on the end of the red button you push down when lighting pilot. Essentially the red button is an override to the magnetic switch.
If the gas control valve does not receive the current, then the magnetic switch does not stay open when you release the red button.
When replacing thermocouple, note that it is not screwed very tight into the gas control valve. Finger tight + 1/4 turn. If it is overtightened, then the small thermocouple current shorts out against the gas control body.

If you need further help, I’m available over the phone at https://www.6ya.com/expert/gene_9f0ef4df2f9897e7

1) If water heater has electronic gas control thermostat, then the gas control needs to be tested and possibly replaced. Add a comment and describe electronic gas control.

2) If water heater has non-electronic gas control thermostats, problem sounds like the thermocouple. Problem could also be bad gas control.
Make sure end of thermocouple sits in the pilot flame.
http://www.youtube.com/watch?v=v0aBPsNg6vo

Buy thermocouple at local hardware. They vary by length, for example 18".
Thermocouple screws into bottom of gas control thermostat.
Finger tight plus 1/4 turn. No pipe joint compound or teflon tape on threads.
http://waterheatertimer.org/images/IMG_9146-gas-control-thermo.jpg

Heat from pilot flame travels to gas control thermostat.
Heat is changed into small electric current using a thermistor.
The small current tells gas control that pilot flame is ON, and so gas control keeps gas flowing.
If thermocouple is not working, or has fallen away from pilot flame, the gas control turns off gas to pilot.
This safety device is necessary so gas does not fill up house and cause explosion.

http://waterheatertimer.org/How-to-install-gas-water-heater.html#clean

You have to hold the red button down longer to keep the gas coming it's a safety thing.

I would first make absolutly sure that I had all air bleed out of gas line to water heater. If you are trying to bleed air out thru pilot assembly this can take a long time because the opening in pilot orifice is very small. To speed up process if you have a union close to unit or flex connector,you can slightly loosen fitting till you can hear a little hiss of escaping air/gas. When you first smell gas immedieatly tighten fitting. Before you do this make sure there are no standing piloy lights or other sources of flame in the vicinity. When you smell gas and tighten fitting back up try to relight pilot to water heater.If you still can't get pilot to light I would remove pilot line from gas valve and burner. Check to see if you can blow thru it, visually inspect pilot orifice, and if blocked I would get a orifice cleaning tool from hardware or welding supply store. Be careful to select the right size for your orifice and clean it. Reinstall and try to light pilot again.Hope this helps. Thanks

A long time ago, in a place far away, I saw an old gas valve, might have been on a water heater, might have been off an A/C unit. I took my 10" adjustable wrench and unscrewed the coil that the thermocouple screws into. Now, when I have the problem that you describe I take the threaded end of the suspected thermocouple and put it into my spare. I light the pilot and hold the button down. Then, after a minute or two, I press the button on my spare, which now has the thermocouple attached. If the spare stays in the "ON" condition, I have just proven my gas valve to have faulted.

I suspect you main gas valve has failed, if you can find another valve, you can test as above, before buying a replacement valve.

The question is? I'll assume you cylinder is the water heater, right?
On the heater (water) you will find or see the red controls and a sheet metal cover over a hole. Remove the cover and this is where you light the pilot light. Press down on the red dial and turn it to pilot. In that position you will be able to press the red button . Geyt a long match or bbq lighter, then, holding down the red button dow for a minute or so and place a match or lighter into yhe area where the lines go The flame will catch the gas and lite the pilot if yo simply move your glame around. When the flame catch on the pilot, continue holding the button down for sveral minutes until the buld the flame isheating gets hot. Then release the buton and turn the main dial to on. The main burner should fire up. If not, and the pilot goes out, repeat the process. The bulb in the pilot flame is a thermocoupler that shuts all gas off if it doesn't detect a pilot flame, so hold the button down longer. If the pilot goes out when you release the button, The thermocoupler is no good and needs replacing. Good Luck_Ned_

Once the flame has struck it heats up a thermocouple that in turn holds the gas valve open

It is a safety measure in case the flame blows out and the gas keeps on coming.

Sometimes the end of the thermocouple gets dirty and a scrub with a fine emery board does the trick

If not it is a new part (They are not that expensive)