Steve is correct. Pull the starter switch half-way until it clicks, then pull against the resistance about 1/4 inch further out.
Hold this position for about 10 sec. and you will see the glow indicator on the dash glowing brightly. Then pull the starter all the way out. When the car starts, release the switch back to the half-way mark and drive away....
There are no relays or fuses in this mechanism. If it is not glowing, you have a wiring problem, possibly a broken wire to the glow-indicator, but if this were the case, the car should not start because the circuit would be broken. Most likely you are just not holding the starter switch out far enough or long enough. Does the car take forever to start, blow smoke, and idle poorly after setting a while? If so, this is the problem....
76 240D - 550K miles
78 300D - 200K+ miles