There's SUPPOSED to be air in the expansion vessel, that's what it's for.
Air purge mode will keep going for around 20-25 minutes (longer if it's a conventional boiler), leave it and it will sort itself out.
If not, it could be stuck in this mode in which case it's nothing to do with how much air is (or is not) in your system, it's a software fault and you may a new board.
If boiler less than 2 yrs old contact Worcester - in fact contact them anyway as a new board through them is probably a better deal than you'll get elsewhere.
Bunslinger, May 2009