I have a Potterton Kingfisher R80 CAT 1N. The pilot light went out which usually means the thermo coupler needs changing. After changing I hold is the gas control knob and press the ingiter and the pilot lights but as I slowly release the gas control knob the pilot goes out. This is the procedure I always follow but I have repeated it many times now but the pilot will not stay on.
make sure the thermocouple is place exactly right as per manual, if its not holding the gas valve open (ie going out) either the thermocouple is faulty or the gas valve is