universal heater cu 146 goes off pilot when turning knob.

When I turn on the pilot of the water heater, it lights correctly and is maintained with a blue flame and good touching the thermos meet. Next step when I try to position the valve to the maximum the pilot lowers his flame until it goes out. It is as if when I open the valve without opening any tap, the pilot's gas is blocked by it in some way. Please help. Thank you.