Turn off the gas and let things cool down. The thermocouple usually pushes into a hole near the pilot light on the the burner assembly. It usually is held in by a clip which will just let you pull it out. On the bottom of the gas valve it connects with 1/4 in fitting. Most … Read more

I can only make guesses about what is wrong so don't be offended.  Clean the inside and outside of the the tank so it is free of any debris which might cause the gasket to leak.  Are you tightening the lock nut tight enough?  Could there be a small crack in the tank?