Pilot light will not stay on my provence gas heater at any setting

If your heater is gas, must have at least one igniter electric or thermo couple, also a flame sensor could be present, the thermocouple send a milivolts signal to the gas valve this signal is initiated by the heat provided to that part, practically the igniter, thermocouple, and or thermo pilot "talk" to the gas valve, hey, we have flame in here you can open and let the gas flow, if there is a flame sensor this one would say, hey, there is a good flame at the burner stay open until the control thermostat tell you to shut down, I would change the pilot assembly if your unit is gas, because sometimes the pilot opening gets restricted and the flame is too small but strong enough to activate the gas valve, when the burners kick in shut down the pilot, and remain lit, in the next cycle pilot is out.

Turn the gas knob to the pilot setting, press it in and hold it. You should hear gas escaping while in this position. Do not let more than about 10 seconds of gas out at one time as it may pool. Light the pilot while holding the gas knob down for a minute. Release the gas knob (the pilot flame should stay lit) and turn it to the ON position. To make sure the gas heater is working properly, turn up the thermostat and see if the heater heats up. How To Light The Pilot Light On Gas Heater

Most gas water heater problems can be fixed with yearly service that cleans burner and burner parts, checks gas pressure and bleeds air out of gas line, cleans air intake, and checks for venting and air intake problems.
Open following links for resources:
http://waterheatertimer.org/pdf/Pilot-light-will-not-stay-lit.pdf
http://waterheatertimer.org/pdf/Attic-Ventilation-and-Pilot-Outage-in-Gas%20Water-Heaters.pdf
http://waterheatertimer.org/How-to-install-gas-water-heater.html#troubleshoot

SEt to pilot, Push knob, push pezio ignighter until pilot lights, hold for 30 seconds. if it stays lit turn to on, if it doesn't stay lit, you have a bad thermocouple

Remove front cover,or just lower section if you can. they usually just need to be lifted up about an inch or so and pulled out. However some have covers that snap in place. After you remove cover locate gas valve. It should have a control knob on top with markings for on, off, and pilot. Set control to pilot. Follow lines from gas valve to burner compartment, one goes to main burner one ,small copper colored line is the thermocouple, other line is the pilot. Turn thermostat down as far as it will go. Make sure gas supply valve in line to heater is on and then depress pilot control , when you have pilot control depressed have a match or other small flame source close to pilot assembly. If it lights then hold down on pilot control for a couple of mins. Slowly release pilot control and if it stays lit turn gas control to on. Turn thermostat up to call for heat and burner should light. If pilot doesn't stay lit when you release pilot control then try again holding pilot down longer. If it still won't stay lit then thermocouple will need replace. Good luck. Thanks

Sometimes when you turn a gas heater off for some time, if the source tank has been turned off, the line will bleed the propane and the line will contain mostly air. This is especially true if the supply line is long. In order to light the pilot, you will have to hold the pilot lighting button down for a while (a full minute or longer, depending on the size and length of the supply line) before pure propane arrives at the pilot light jet. You should keep a lighted lighter at the jet so that when the gas arrives, the lighter will light it. After the pilot lights, you will have to keep the button pressed long enough for the thermocouple to get hot enough to set the pilot to stay on. When it is hot enough, you should be able to release the pressed lighting button and the pilot should stay on. If it does, you should be able to light the heater. If the pilot jet never lights, gas is not getting to the regulator. If the pilot will not stay lit after a period of time waiting for it to heat the thermocouple, the thermocouple or the regulator may be bad and need replacement. :-)

the pilot light always stays on, its designed to allow your heater to turn on by itself without you needing to light a match every time. if the pilot light is burning you have nothing to worry about. its when the pilot light goes out that a small amount of gas leaks into the room. and by small i mean smaller than a hand held lighter... if you still want to shut the entire thing down you could turn off the gas line feeding the heater or possibly the whole house, otherwise the pilot light will stay on. as far as the actual heater turning off, thats probably controlled by some sort of thermostat somewhere. if you set the temp to very cold it should stay off. if that doesn't work then you may need a new thermostat.

Check the connection of the thermocouple or replace it if connections are tight.Pilot safety valve may be badreplace gas control valve.

I am not familiar with this particular brand. What type of heater is it? Normal pilot lighting is done by setting the gas valve to the "Pilot" position and then pushing on the valve to manually open the pilot. After this, light the pilot and continue holding the valve for 30sec to give the thermocouple a chance to heat up. Release the valve and it should stay lit. Turn the gas valve to "On" and you're done. If it doesn't stay lit after releasing the valve, replace the thermocouple. If it doesn't light at all, call a technician out to check gas pressure, orifice, and pilot assembly.

Is this a new heater or have you had it awhile? If new, yuo may have air in the line that will need to be bled out. The heater has a gas valve with a pilot setting on it. Make sure the gas is turned on. Turn the knob to the pilot setting and depress the handle. Holding it down and at the same time, press down on the red button that sparks. You may have to repeat this a few times. Once the pilot lights, continue to hold down on the pilot knob for about 30 seconds. When uou release the knob, the flame should stay o. If it does not, replace the thermocouple. Once the pilot flame is steady, turn the gas valve knob to on.