Pilot blights wont stay lit on older model American gas range

Check the thermopile is giving off 600 millivolts

The most common cause for millivolt pilot light systems not staying lit is a bad thermocouple.

What is the model number of the unit?

If you are talking about the little flame that is supposed to be burning at all times then you need to go to a hardware store and purchase a thermocouple. It is a small copper tube that sense's the flame. When working it will constantly burn a pilot flame so that when you turn on the oven it will ignite the gas in the burner. Once the burner is lit it will stay lit until the oven reaches the desired temperature. Replace the THERMOCOUPLE.

There are actually two pilot lights to light, (maybe three) Under the top there would be the old style flash back tubes leading from two burners to a pilot. This small flame stays lit while the gas is on. When you turn a burner on some gas flows back through the tube and flashes or lilghts the burner.
When you turn the gas on there is always gas through the pilots, unless shut off with the little set screws if you follow the lines. From the factory these are on and open. Small set screws also adjust pilot flame size.
THe other pilot for the oven is down by the main burner. There is a small cap tube from the gas valve to a holder just under the burner. This is where it is lit..........
There is another line to the thermostat when you lturn it on that opens more gas to increase the pilot to a biggger flame to open the gas valve burner assembly.
.Also ranges usually come set for natural gas, and you have to do spud adjustments, regulator, air flow only if you want to change to lp......
Put a new flex line on, and be careful with gas...........

try cleaning the top of the pilot light jet if you can get to with small brush then blow it clean with a compressor.

make sure gas supply is there also clean the thermocouple, if it is fowled or dirty the pilot wont stay lit nor will the main gas valve open

Most problems with gas ranges have to do with the flame—either it isn't quite right or it's nonexistent. Many new gas ranges have "electronic ignition," a spark igniter that starts the flame as gas flows through the burners f, when you turn on a burner, it fails to spark but you hear sparking at other burners, the igniter or the burner switch probably needs replacement by an appliance repairperson. If your range has a pilot light, be sure the pilot light is lit.

have nice time..!! arte the solution!!

I just read this here:
http://www.american-appliance.com/catalog/newsdesk_info.php?newsPath=13&newsdesk_id=117
that explained how to test if the problem is the thermostat. It said to watch the pilot as you open the thermostat to turn on the oven. If the thermostat is ok the pilot should get bigger, if the pilot does not change when turning on the thermostat, then the thermostat is bad.

The burners and pilot need to be cleaned.
Turn off gas and power, remove the burners and pilot. Clean with a brass wire brush. (Steel wire can be used but very carefully) Remove all rust dirt etc. reinstall and it should fire right up.