First of all, is your unit an LP gas unit? If so, please call a licensed LP technician before your house blows up.
For the pilot light, you may want to clean the pilot tubing. Take it completely out and clean it thoroughly, you may notice a larger standing flame after cleaning the tubing. Then check the thermocouple for position, keeping it in the center of the pilot flame.
Please post back and let us know how you come out with it.