It usually takes a while for the air to purge from the pump. Keep the pump full of water and let it run for about 5 minute and it should prime. Be sure that when priming through the guage hole that the pump is full of water!
If it's an old system with an air volumn control the Air Volume control on the tank could be bad. If it has an AVC, plug the small line to the pump. If it primes then the AVC is bad.