Ran a gas line in upstairs,we turned off the gas in the house. Replaced thermostat with Honeywell prog one. Now it's cold and our old lennox GH model furnace pilot light only stays lit while pushing the button, I replaced theromcouple. still doesn't work. Fan works if I turn thermostat on "on" or pull out the button on the silver honeywell ? box on "manual". Cleaned igniters with steel wool. HELP! Is it the valve? Replaced the sensor ? a few years ago. Can't afford new.