We have a Caliber Direct Vent gas fireplace that is about 10 years old. When we bought the home 4 years ago, the fireplace had apparently never been used by the previous owners. We have used it sporadically, and even now we still have the odor you get from a new one that hasn't been used much.
Anyway, the fireplace pilot is lit and stays lit, so I don't think that is the issue. When we turn the fireplace on, it burns for awhile, and then, "Poof", it goes out. Sometimes it comes back on by itself, but most of the time I have to toggle the wall switch to get it back on.