1997 Volkswagen Jetta diesel fuel filter change

I am somewhat stranded at a friends tonight! Today I installed a new fuel filter, without prefilling filter with diesel. Now engine cranks runs for several seconds then stalls, have repeated this 20 times still will not run. Battery is on recharge now. I feel air is now in the injector pump. I do not have my haynes manual with me is there a air bleed procedure?
Ray.

updated 11-2--09
HI Ken, after a bit of investigation, I found no fuel in the clear hose inlet to injector, I removed the nut fastening inlet line at injector body, put line in a container, turned over engine for 12 seconds or so = no fuel in container. But now batery dead again {it is a 2002 very tired likely sulfated. I will continue in the morning.I have a few questions, is the fuel pump located in the tank, if so is there a reset switch somewhere tht has shutdown fuel pump? Every time I charge the battery I disconnect the neg post, upon reconnecting does this stop the fuel flow
as some sort of security feature. I have the owners manual I will check it as well in the morning.