I am posting this video as there are many videos on YouTube explaining what to do if your pilot light doesn't remain on after igniting, but couldn't find a video on what to do it the pilot light doesn't turn on AT ALL. I proceeded to work on it on my own and figured it out. Work at your own risk, If you do not feel comfortable doing this or feel you could endanger yourself, your dog or your couch, please contact your local HVAC professional. I am not responsible for any damages or actions performed by anyone watching this video. This is what I opted to do to fix my situation and I do not recommend you follow these actions if you are not familiar with basic HVAC controls. I guess I have to put up the disclaimer.