I have a old Lennox G8 furnace that won`t stay lit?

I have a old Lennox G8 furnace that won`t stay lit. I can light the furnace and the pilot light will remain on but once I start running the furnace the flame goes out. It appears that the thermocouple unit with the br tubing doesn't light up when I try to light it. However there is another unit next to it that looks very similar to the thermocouple unit only its a bit bigger has silver tubing. It`s that silver tube unit that seems to maintain the pilot flame. Again, once I start the furnace the flame ignites the burners but then it all goes out after a minute or two. Any suggestions ?? Any info you can p along would be appreciated.