What brand direct vent is it. Most direct vent units have to have an electronic pilot so that it only lights when the blower is operating. Since a direct vent does not have a draft diverter, any unusual air movement would blow out a regular pilot light.: When the wind blows strong, the pilot light will go out on the direct vent gas hot water heater. When installing the heater I put in a new releif valve but it kicks out about a gallon of water or more per month. The heater is a 40 gal State. I did not install a pressure tank–the old heater worked ok w/o one. Any help or suggestions will be appreciated. [email protected]