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Do you have the manual for the filter? If not you can find it here. That might help some with making sure it is set up properly.
Unfortunately I haven't set one of these up before so I am not too familiar with the priming, but I think it is just a matter of pushing the priming button. Also double check the instructions. I don't recall if the tubes need to be empty or full for the prime to work.
You can see a diagram of how the heating unit works here.
"Simply put, you believe that things or people make you unhappy, but this is not accurate. You make yourself unhappy." Wayne Dyer