Are you saying you connected it to the fuel filter that's built into the car, not a secondary inline filter that you would use just for doing the purge?
Most people bypass the filter on the car and use a small inline filter, otherwise you're diluting the diesel purge with a lot of fuel.
Here's my car:
https://www.youtube.com/watch?v=zScRn8_eTc0
As for the starting problem, that really sounds like the electric pump in your fuel tank is not working.
When I change my fuel filter, I put it in empty, cycle the key about three times, and then it starts immediately. The one time it didn't was because my pump was dead. Obviously this puts a whole bunch of air through the system (whatever was in the fuel filter), and it seems to handle it just fine, as long as the pump is working.
When you were doing your purge, did you have to pull the fuse to disable the electric pump (#28), or do anything with the hoses to return the fuel flow back to the tank? If you were able to run the car with the fuel supply line disconnected, and nothing came out, then your pump is dead.
Anyway, at this point you just need to see if your pump is working. Disconnect the supply line that goes into your fuel filter, run it into a clean container, and have someone turn the key on. Fuel should come out for a few seconds. If not, that's the problem. You can dump the fuel back in your tank after you do this test.