The first thing to check, is the position of the pilot flame in relation to the thermocouple.
Your problem sounds like the thermocouple isnít staying hot enough to keep the pilot on.
Details on proper placement will be in the heater ownerís manual.
If you donít have the manual, itís available as a free PDF, at the manufacturerís web site.
99DSDP 3884, Freightliner, XC, CAT 3126B, 300 HP /ALLISON 3060
2000 Caravan toad, Remco & Blue Ox.