The HPFP has a check valve in the inlet. If it's a 2nd hand pump that's sat around for a while, it might be that the valve is stuck. This happened to me after my car sat for a number of months. Might be worth checking?
Undo the 3 bolts holding the power steering reservoir and move it to the side. Undo the hose clamp, access is tricky, I removed the engine cover and fed in a long flat bladed screwdriver from the right hand side (looking at the engine from the front of the car). Pull off the hose. Use a parallel pin punch or screwdriver to press on the ball in the inlet fitting. You should feel it moving back and forth with a spring behind it.
