thats pretty close to the same unit I'm dealing with, Also with a Harper-Wyman, so I'll throw my 2 bits out there.
The pilot assembly has its own capilary tube that opens the main burner valve when its heated by a jet thats turned on by the main thermostat.
So if the pilot assembly is out of alighnment, the cap tube on the pilot assembly could be contacting the flame from the main burner, which would keep the main burner valve open regardless of what the controll is set to.
See my earlier thread with pics of where the pilot is supposed to be.
Champagne wishes and Caviar dreams!