I HAVE MODEL GP30 WALL HEATER. I CAN LIT...

The thermocoupler is bad.Replace it,or if you can adjust it to where the thermocoupler is in the pilot flame.You know you have to hold the knob down for about 30 seconds or a minute,don`t you?If the flame will not touch the thermocoupler,it will not stay lit.You can cut a piece of copper tubing,or steel tubing to slidde over the old thermocoupler to make contact with the pilot flame,and it will work,if the thermocoupler is not in to bad of shape.