Not sure, but I can make a guess.
May be the pressure is zero, because the boiler is off - this may go up once you get the pilot light.
Most boilers have a piezo ignition for the pilot - somewhere (possibly behind an accessible cover-plate) will be a knob or knob and press-switch. On some, you turn the knob (or press and turn), hold for about 30 seconds, press (or press the seperate switch/button) and the pilot should light - BUT you must keep the knob held or turned for 15 or 30 seconds to let the heat from the pilot warm the thermocouple or the boiler will think that it's blown out and will extinguish the pilot.
If this doesn't work you may have a faulty thermocouple.
Hope this helps (but I may be down the wrong street)!
J, January 2005