The pilot on my millivolt gas fireplace stay,s lit but the burner won,t ignite?

Is the gas valve on the correct setting? There is a pilot setting and gas on setting. Make sure it points to the on position. Check the wiring that supplies power to the millivolt switch to make sure they are all connected. If the switch takes batteries, check them or replace them. If you are using a remote control, check the batteries in it also. Sometimes my fireplace does that and I just flip the switch on and off a few times and it comes on. Good luck!