Brandon:

The O-rings go on the pressure valve holder (the part that screws in) to seal the pump -- without them (or if they are bad) the pressure valve holders will leak out the threads and dribble fuel. They fit in a slot toward the bottom, at least on mine. Have a care not to cut them on the threads putting new ones on.

Peter

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1972 220D ?? miles
1988 300E 200,012
1987 300D Turbo killed 9/25/07, 275,000 miles
1985 Volvo 740 GLE Turobodiesel 218,000
1972 280 SE 4.5 165, 000 - It runs!