Melissa-
Did you shut it off, or was the gas supply interrupted for a while, or did it just quit?
If you shut it off, and it was working before, it's probably operator error. The gas goes through a control valve that requires "proof of pilot" i.e. the thermocouple sitting in the pilot flame that Garg mentioned. If it doesn't get that proof it will shut the pilot gas off in order to keep from filling your building with the stuff. So you have to hold the button in while the heat from the newly lit pilot flame makes its way down to the valve. If you get a nice little pilot flame but after 30 seconds holding in the button it goes out when you release it, you probably have a faulty valve or thermocouple. Not a DIY repair!
If on the other hand it shut off due to a gas supply interruption, it may take quite a while to get enough of the air out of the lines to get a stable flame. I've fiddled with mine for five minutes or so at times before it would stay lit.
If you aren't getting any pilot flame at all when you hit the "peizo" (that's the popper thing that makes a spark) then you either still have no gas, or faulty components that need a technician.
Hope that helps. Be sure and come back to thank us profusely (if you survive messing around with the gas, that is...)
-Glenn