Well, there's a few things to check that should eliminate the obvious problems. First, loosen a fuel line at one of the fuel injectors and crank the engine. You should be getting fuel as the engine cranks, if not you have a blockage, a vapor lock, or a bad pump somewhere. When you replaced your fuel filter, I hope you purged air from the lines or at least filled the filter with clean diesel before putting it in. Fuel pumps can't pump air.
If you have glow plugs on your engine you need to check those to make sure they are getting hot. If you have a voltmeter make sure that there is power to the glow plug during the start cycle. Also check resistance between ground and the lead of the glow plug - if it is open (infinite resistance) your glow plug is bad.
Still won't start? Try spraying WD-40 down the air intake as you crank (Don't use ether starting fluid, it will cause damage). If it starts, but will only run a few seconds until the WD-40 is gone, you have a fuel problem. If not, I'd check the engine compression. Best of luck.
Warrenator
October 2008