I am a complete noob when it comes to diesel,so dont laught too hard at my question

. I bought a 95 7.3 4X4 for plowing my proerty. The truck was running perfect when I picked it up,and for a couple of days of pulling it in and out of the shop for some minor repais to the brakes and such. I was installing the plow yesterday when the truck sputtered and dyed. As the fuel gauge does not work I am assuming I ran out of fuel. I filled the fuel filter up with fuel and filled the tank. Had my wife turn it over while I tried to get the air out of the system by depressing the valve infront of and to the left of the filter housing. The truck wants to start,but stuters and will not fire. What am I doing wrong,or what else do I need to do? If this was a gas job I would had this thing running like a champ,but as I said diesel is completely alien to me. Any help would be appreciated