So I am a new owner of a 1979 240D that has air in the fuel system. How do I prime the fuel system and remove the air so the car will run? It starts, runs rough for a few secs. and then dies.

Thanks for any help!

If it starts and runs for a few seconds it is probably a fuel delivery problem as opposed to a bleed problem. If it needed bleeding it would not run at all.

Can you observe the fuel in the prefilter while the engine tries to run? Once you get it so that the fuel stays mostly full in the prefilter and it won't start, you then pump the primer pump until you hear hissing at the top of the main filter. THEN, with a fully charged battery, crack all the injector lines at the injectors. Have someone turn the engine over until you see fuel dribbling out of one or more injector lines. Tighten whatever line you see it dribbling from and then have them crank it some more. Once you have had fuel dribbling from all injector lines and then have them tight, it should be bled and continue to run.

I will start from the beginning and assume you have gotten air up into the Steel Fuel Injection Hard Lines (ounce air gets up there it is difficult to remove by cranking the engine).
If you have the Old Style Hand Primer with the hard Plastic Know and shiny Aluminum Body unscrew the Knob to pump it; New Style just push it up and down.
Pump the hand primer until you hear a buzzing, or squishing sound form the Fuel Injection Pump. After that pump some more to be sure.
Old Style Hand Primer; push it all the way down and screw it back in place. New Style Hand Primer just leave it along.
To bleed the air from Steel Fuel Injection Hard Lines loosen the Hard Line nuts up at the Injectors. Crank your Engine until you see a steady amount of Fuel Coming out.
Tighten up the Nuts and attempt to start your Engine.

More info might be here-DIY REPAIR LINKS
http://www.peachparts.com/shopforum/diy-links-parts-category/

http://www.peachparts.com/Wikka/DoItYourSelf

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84 300D, 82 Volvo 244Gl Diesel

Great! Thanks for all your help...I'm very new to "car repair world" and am excited to try and fix it myself!