Just thought I'd share this info for future reference. Took the car to auto zone, had the code read with the OBD2 diagnostic reader and the fault was glow circuit bank #2. He reset it,the message went away, and now everything is back to normal.
I am assuming that I created this problem by overcranking the engine trying to prime the fuel system. In the future I am going to fill the filter with fuel prior to installing it. I really miss the delivery pump that the older diesels were equiped with. I owned a 300D with such a device and changing fuel filter was never a problem since it could be primed with the hand operated delivery pump.
Acerejo