The pilot light on my gas water heater continually goes out. I can re-light the pilot and get it going. The gas burners goes on runs for awhile. I'm assuming when that when the temp hits the desired temp the gas burner goes out and along with that goes the pilot light. My manual suggest replacing the pilot assembly. Do you think this is the problem and if so how do you replace this part? Thank you!

The pilot assembly should look similar to the pic above. Depending on where you live, you may be required to hire a certified plumber to replace the parts. If not you can do it your self. Keep in mind if it's not staying lit you also need to check the thermostat and the thermocoupler before replacing the pilot assembly. There is a good chance it is just the thermocoupler going out. It is one of the first things to check when troubleshooting a pilot light problem with a gas water heater. A thermocouple determines if the pilot light is lit. If it's not lit, the gas valve fails. If that's the problem, replace the thermocouple.

1. Shut off the gas valve on the water heater and the gas valve on the line near the heater. Remove outer and inner doors, and loosen the pilot and supply tubes and the thermocouple connections to remove the burner assembly.
2. Step 2 Loosen the screw holding the thermocouple to the bracket. Remove old thermocouple. Bring it with you to the store to ensure you are buying the proper replacement.
   
3. Step 3 Install the new thermocouple. Position the thermocouple so that the pilot flame heats 1/2 inch of the tip.
   
4. Step 4 Reinstall burner assembly in the water heater. Tighten burner supply tube, pilot tube and thermocouple connections. Tighten thermocouple no more than a quarter turn more than hand-tight.
   
5. Step 5 Turn on both gas valves. Check supply tube and pilot tube for leaks with soapy water. If soap bubbles, tighten connections to fix leak. Ignite the pilot light, and make sure the thermocouple tip is heating up. Replace inner and outer doors.