Thanks everyone for your great answers on this. Got my heating running no problem after the usual running out of oil and an airlock.
However I did it a bit more simply, without the need to keep resetting and waiting half an hour every 2 resets.
1. Find the "allen key" head bolt on the side of the fuel pump (this is little, allen head, inset bolt on the SIDE, not the black bolt on the bottom with its head showing, or the long brass bolt near the top).
2. Stick a tray underneath to catch the oil.
3. Unscrew it as much as you dare. If it comes right out the oil flowing out might make it difficult to put back in.
4. The oil will flow out (this obviously assumes you have the top of the oil supply higher than the pump) with bubbles.
5. Let it flow....and flow....and flow. I waited about 7 minutes (about 2 minutes after I saw the last bubbles coming out). I got about a pint of oil and my tank is really close to the boiler. The further away the tank is, the more oil you will need to bleed.
6. Screw the nut back in tight.
7. Pour oil back into tank.
8. Hit reset. Once.
9. Fixed.
Martin L
June 2009