Here's the normal routine.....close off oil flow valve, either at the tank or within the boiler casing itself. Then disconnect the oil feed supply to the burner, and let the pipe dangle into a container. Then, get someone to open the valve (if you can't reach it yourself), whilst you collect the running oil into the container. Let the fuel run until its bubble free, then connect the pipe back to the burner. Now, the oil pump should be self bleeding, but if the burner still won't start, see if you can open a bleed valve on the pump itself to let any air escape. Normally you can only do this when the burner is trying to start.
John, January 2008