That's my thought 100%. If I "jiggle" the hose that goes to the burner, I can get it to stay lit. However, if it goes out for some reason, I have to get it lit holding the button, then re-arrange the hose until I hear a distinct "click". Then it will stay lit for a while longer. What gets me is that if it is lit and burning well, I can accidently or for trial purposes, adjust the hose and immediately the flame goes out.
This is an Outdoor Gourmet brand Eleven piece aluminum fryer set (item 2517T). It has the timer control box so you can only run it for 20 minutes at a time. It also has the thermocouple that sits in the flame. I'm not 100% sure what the function of this is. However, obviously it's smarter than I am.
I'm seriously thinking of taking it back and getting a different one. I'll try it one more time tomorrow but I've read the booklet back and forth and know I've got it right. Hope this expanded explanation helps. If you've got questions, please ask. Thanks again, Greg