Probably be the cut off solenoid on the injection pump. If it's the coded key type it can be a bit tricky to change (goldy coloured casing over the solenoid). If you can get the casing off the pump - it can be done - removed the solenoid and replace with the 'un coded' version (£25-30) THEN YOU WILL NEED A LIVE FEED WHEN THE IGNITION IS ON to the solenoid. Should sort it out.
Joe, February 2009