Peugeot 307HDI cuts out after starting?

I Have a 03 Peugeot 307HDI. In the mornings I have the same problem - when the engine fires up it cuts out straight away. I have noticed in the fuel pipe that there is air mixed with the diesel. I loosen the bleed nut and pump the fuel to clear the air.
The engine then fires up ok after about 20 seconds of turning the starter motor.
The car fires up no problem if it has sat for about 9 hours whilst at work.....the problem recurs most mornings. Help !

I think i am driving the neighbours mad every morning attempting to start my car.
Any suggestions apart from get a new car would be appreciated :-)

Paul M
March 2011