Turn the control knob for the fireplace insert to the "Off" position and close the valve in the propane line connected to the fireplace insert, turning the knob clockwise. Wait for the insert to cool to room temperature.
Open the glass or metal doors to the insert to locate the valve and pilot underneath the burner assembly. The thermocouple is a thin copper wire connected to two nuts between the valve and pilot light.
Loosen the two hex nuts with the nut driver to disconnect and remove the thermocouple.
Clean the two hex nuts with rubbing alcohol and a rag to remove soot.
Connect the new thermocouple in the same position and tighten the wire at each end with the hex nut and nut driver.
Unscrew the valve knob in the propane line connected to the fireplace insert. The insert can now be lighted with the control knob in the usual manner specific to your model.