Try fitting a new thermocouple for a start - £4.99 from Screwfix. Make sure the pilot light covers the end of the T/C and that the contacts at the out of boiler end are spotless.
If that does not work it could be the solenoid on the control unit that is not holding. Nothing can be done as the control unit is now obsolete.
If you can get the pilot to stay on, turn down most of the radiators and if the boiler keeps going, gradually open them up. Sometimes the control will behave itself once the boiler has got up to heat and settled down
John W.Preston
December 2008