said by tp0d :

If the tank is less than 2yrs old, you could have a defective control. There is a production run of controls that have exactly the problem you describe. It is made by robert shaw, with a red pilot button on the top left, and black or red larger control knobs.

if this is the case, call the manufacturer

-j

said by bemis :

tp0d's picture looks exactly like my water heater--except that I also have a control on the gas line to activate a power vent.