Try the Shut off switch
There's a vacuum shutoff valve located under the ignition switch, small item held on with two screws and a pain to get off. Once removed spray it internally with brake or carb cleaner to rid it of engine oil that it's been sucking. Let it dry completely then spray a little silicon spray in the ports to lube the o-rings. Reinstal and your problem should disappear. If this is not the cause then the vacuum shutoff on the back of the injection pump is bad and needs to simply be replaced. This item can simply be checked with a mighty vac to see if it hold a vac, if it leaks down in a few minutes the diaphragm is shot on it. This guy cost around $14 - $22 on Fastlane.
"Tell me and I will listen, Teach me and I will learn, Show me and I will accomplish, Involve me and I will succeed."
'84 300SD 256,000 Gold on Brown (Mileage Award)
'86 300E 246,000 Blue on Tan