4 Answers

There is a thermal coupler that screws into control box.It runs into pilot light when you light pilot it heats up the thermal coupler which hold's gas valve open.When pilot is lit you can see coupler in the flame.If you want to change turn gas off unscrew line out of control box.Reach in over pilot light pull coupler out put new one in screw line back into control box.Turn gas on pour a little soapy water over line at control box.If no gas leak try lighting pilot again should take care of problem.If not get a proffesional to fix it.

It sounds like the main water heater control valve, it's the valve with the thermostat on it, needs to be replaced. If your water heater is propane it will cost about twice as much as natural gas. That control valve has probes that thread into your water heater tank. If there is a build up of minerals on that probe it cannot get a correct reading, and if there are a lot of minerals in the bottom of the tank, like calcium, certain minerals will heat up a lot quicker then the water that is above the minerals. So you might have to flush the tank and perhaps get your water treated. If you open up the cock at the bottom of the tank and the water is clear, that would be a good sign. But it still sounds like something is wrong with the control valve.

I am not being funny but the main "fire" as you call it is supposed to go out when the water reaches the temperature set on the thermostat. This leaves the pilot flame alight so that when the water gets below the thermostat heat setting the main gas ring releases the gas, the pilot lights the gas ring heats up the water and goes off again leaving the pilot light ready for next time. If there is a strong breeze blowing on the flame it is possible the pilot and main burner to blow out, if this occurs there is a safety device that shuts off the gas so you don`t light a match and blow up. I would suggest you turn off the gas at the main and the heater then turn all back on and start over this should correct the safety shut off if it has been automaticaly activated.

Have it checked, cleaned, and serviced by a professional who can tell you what is going on. Peoplelover may be correct that it is working normally, or there may be something wrong with the safety valve and tube that keeps the system working properly. Be safe and have it checked if you think there might be a problem or else you might be very sorry later.