Turn the control knob on the Mr. Heater to the "Off" position and wait for the heater to cool. Shut off gas to the heater at the valve in the hose connected to the appliance. The valve knob turns clockwise to stop fuel flow.
Use a screwdriver to take off the access panel on the Mr. Heater at the point where the gas hose connects to the appliance. The thermal coupler is a thin tube wired on each end between the heater's gas valve and the pilot light.
Loosen the screws holding the thermal coupler at each end. Unhook the wire on each end of the old part to remove it from the Mr. Heater. Place the new thermal coupler in position and slide the hook on each wire end below the two screw heads. tighten the screws to secure the new part.
Reattach the access panel to the Mr. Heater with the screws and screwdriver. Turn the knob on the gas line to the left to release gas to the heater, which is now ready for normal operation.