Did this just happen all of a sudden, or are you resurrecting a car that hasn't run in a while.
I found out the hard way that if all glow plugs are dead, it will NOT start, so you might give them a look also. Info on doing that here if you search.
Your starter also needs to be spinning with vigor, so weak starter or battery will hamper the starting.

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Jimmy L.
'05 Acura TL 6MT
2001 ML430 My Spare

Gone:
'95 E300 188K "Batmobile" Texas Unfriendly Black
'85 300TD 235K "The Wagon" Texas Friendly White
'80 240D 154K "China" Scar engine installed
'81 300TD 240K "Smash"
'80 240D 230K "The Squash"
'81 240D 293K"Scar" Rear ended harder than Elton John