I changed my filter thinking that I would not need to change the O-rins on the big 24mm filter bolt I was wrong and it leaked. I lucky I was able to find some that worked from a bunch of American size ones that I have. I learned that before I start the job have the O-rings in hand (or if yours has only 1 O-ring that 1 o-ring and the crush washer that goes under the head of the bolt).
After you filled the filter with ATF it is still a good idea to do some pumping with the hand primer (if there is one) to get rid of the air. If not it is best to run the car longer and make sure all the air is out.
If a lot of air is in the system sometimes it is easier on the battery and sarter if you loosen some of the fuel injection lines up by the Injectors and crank the engine until fuel spurts out and retighten them.

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84 300D, 82 Volvo 244Gl Diesel