You need to bleed the airlock from the pump, read a few of the previous posts on it.
You may need to fdo this more than once, especially if you ran the burner until it was out of oil ans there may be quiet a few air pockets in the oil line, so stick with it.
It will fire, sometimes for even a few minutes then happen again.
If you still are having no luck, post a reply.
Tony, February 2008