Pilot light on CH&A wont stay lit?

2007-05-22 11:43:38  

Pilot light on CH&A wont stay lit? We have a central heat and air unit , the heater part is in the attic , the air condition part is out back .
We've had a few windy days here and last night i noticed the house wasnt getting warm.
This morning went up and see that the pilot is out , and thought it was because of the wind , so i lit it , go back down and turn up the thermostat .. nothing !
So hubby goes up and relights it , and has me turn on the thermostat and he says as soon as i turn that on , the pilot light goes back out .
Could this be the thermocoupler ? Thermostat ?
how hard is that for a novice to replace ?
I would try replacing thermocoupler first. Take notice to how it is installed,remove,measure and replace with same.
also sometimes they slip out of place,and are not in position to lite,but I don't think that is problem.