Shut off the heater at the control knob on the appliance, then turn the knob in the gas line connected to the heater clockwise until tight.
Open the access cover on the heater, using a screwdriver to remove the screws holding the cover in place. The thermal coupler is between the pilot light tube and the valve for the gas. The coupler has a wire on each end with a bulb in the center. The bulb is typically made of copper.
Loosen the screw holding the wire on each end of the thermal coupler. Take out the defective part.
Slip the hooks on the end of the new thermal coupler wires around the threaded screws. Tighten the screws.
Close the access cover on the appliance and secure it with screws.
Unscrew the knob in the fuel line connected to the heater, which can now be ignited normally.