Your fuel system should still be pressurized from the last time you ran it. Probably the check valve in the fuel filter is bad, mine was. Replacing the fuel filter fixed it.

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Richard Wooldridge
'01 ML320
'82 300D 4.3L V6/T700R4 conversion
'82 380SL, '86 560SL engine/trans. installed
'79 450SL, digital servo update
'75 280C