Yeah, you've got to prime the fuel system. Get your manual out. What you'll need to do is open up various fuel hose connections and bleed screws, operate the fuel pump until fuel comes out, then tighten the connection/bleed screw. You will start at the outlet of the filter and work your way towards the high pressure fuel pump. Afterwards, you may need to loosen the high pressure lines at the injectors and crank the engine until fuel comes out. Tighten them down and it will be ready to start.