how to connect transistor

i have NTE292 transistor
and i have water valve 12v (2w040-10)
here is the link for specification of valve
http://www.vodpc.com/2W-series-small-oriffice-solenoid-valve-2W012-06-2W040-10_p675.html
i can't get it work when i connect it to the circuit
i have used 3k ohms resistor from arduino output to the B-pin in the transistor and diode from C-pin to +12v, and GND in E-pin
the DC-Adapter is 12v, 1.5A

The transistor you chose is a PNP transistor. According to this tutorial you have it in backward AND you'll have to put +12v on the Base to turn it off.

http://www.mayothi.com/transistors.html

Perhaps you should choose an NPN transistor?

i have changed the transistor to NTE291
it worked but not properly, the voltage output from transistor is between 5-8v instead of 12v so the valve turns on and off all the time.

I don't think the arduino output going thru a 3K resistor is enough current into the base to turn the transistor on fully enough to develop the full voltage drop across your valve. The datasheet shows Ibase of 150mA to have a low 1.2V drop across the emitter/collector.
The arduino can only supply 1/4 of that, so Vce will be much higher. With a 3K resistor it is even less, in fact it can't be any higher than 1.67mA (5V/3Kohm) if Vbe was 0V, and Vbe will be some positive voltage.
You may need another transistor acting as a buffer to drive enough current into the NTE291 to get it to turn fully Off & On to drive your valve.

Look at how the ULN2003A is connected internally and mimic that.
The first transistor provides more drive current to the 2nd transistor to allow more current to flow.

I have changed the transistor to NTE152 and it work now!
But it doesn't turn off! When the output pin is 0A

What value is the BASE resistor? Did you change it as recommended? 1mA Is dang close to pinch off point.

But it doesn't turn off! When the output pin is 0A

So you do not tell the truth what you say:-

it work now!

Post a picture and we might be able to spot where you have gone wrong. Have you connected the ground on the 12V supply to the ground on the arduino.
See:- http://www.thebox.myzen.co.uk/Tutorial/Power_Supplies.html