Sticking gas valve?

We have a Williams wall furnace, last year I noticed that every now and then there was a slight delay between the thermostat turning off and the burner actually shutting down. The last couple of days it has gotten much worse and it doesn't seem like the burner is ever going to shut down. I've tried lifting the thermostat wire at the valve and the burner stays on. The only way to turn the burner off it seems is to lightly tap the valve with a screwdriver.

Am I correct in assuming at this point that the valve needs to be replaced or is there something else that should be checked before ordering a new valve?

Thanks,
Randy

Yes that's right. When the tstat calls for heat, the burner fires right up and runs fine but when the room comes up to temp and the tstat is satisfied the burner stays lit.
I disconnected one of the tstat wires right at the valve and the burner stayed lit. Only when I tapped on the valve did the burner turn off.

Thanks, it certainly seems that is most likely. I am going to order a new valve.

On another note, does anyone know of a good source for propane valves?