In a gas vehicle, running out of fuel is just stupidity and can be fixed by adding more fuel and turning the key. In a diesel engine, it's not that simple. You'll have to add more fuel to the tanks, and then purge the fuel line. It's really pretty easy to do, but just a pain in the butt. Here's what to do:

1. Add fuel to tank(s)
2. Open the hood
3. Locate fuel filter
4. Turn the top cap on the fuel filter housing 1/2 turn counterclockwise
5. Crank the engine
6. Repeat cranking till it starts (Usually takes 3-4 cranks)
7. Tighten the fuel filter cap to where it was before
8. Close hood
9. Smack yourself for being dumb and running out of fuel. ;)

This procedure has been tested when my fiance's Hummer ran out of fuel on the main tank. Thankfully we just switched to the aux tank and then did the above list.........

-Ben