My gas fireplace pilot will light but when i switch to on it goes out any ideas?

1st make sure the manual gas valve in the incoming gas pipe is fully open [parallel to the pipe ]..if its only partially open it can cause this problem....also a dirty pilot flame that isnt heating up the "powerpile" well enough could cause this,,or a bad powerpile,but they dont fail that often......a couple other possibilities are.... it could be a bad coil on the main gas valve or a shorted wire to or from the switch....i'm uming that your unit works off of a pilot generator,sometimes called a powerpile...instead of the pilot heating a thermocouple like on a water heater or older furnace, it heats up a "powerpile" which generates about 500 millivolts,or 1/2 of a volt dc...that 1/2 volt keeps the pilot open,as well as opens the main valve when the wall switch is turned on [ closed]...to eliminate a problem with the wall switch or the wiring,you have to disconnect the wires at the valve that go up to the wall switch and install a piece of wire ,or a jumper wire with alligator clips,in their place,basically byping the switch and the wiring to and from the switch,its important to disconnect the switch wires,dont just byp them while they are connected..if you can get the main valve to come on and stay on by doing this then you have a grounded wire somewhere between the valve and the switch which kills the 1/2volt dc when the switch is turned on..look for the wires possibly rubbing against metal or getting pinched somewhere......if you go through with byping the switch and wires and the pilot goes out when you connect your jumper,then the main valve coil is bad and you have to replace the main gas valve,,but only if you know how....anyway,,sorry for writing a book on the subject...try the 1st things i mentioned 1st,,,,then the rest if you are comfortable with it..........dan