2000 GMC Jimmy

You say it will start but not stay running? Or will it turn over and not start?
If the first one the oil pressure switch has probably failed or the wiring has a problem.
If the second one it is likely a bad fuel pump.

You need to check for fuel pressure at the test port with a gauge. When you turn on the key you should hear the pump run for 2 seconds. Then it shuts off (if the engine isn't producing oil pressure) When the pump is operating you should see 55-60PSI on the gauge.
If you don't see the pressure you have a bad pump or plugged filter or failed regulator. Get a copy of the manual and it will walk you through how to test those parts. Or post back here and we will try to help.