I'm assuming the filter is under the tank.
Try pulling out the impeller and reinstalling it if you haven't already. If you already tried this, start from scratch...empty the water out of the canister and tubes.
1. Lift the quick-release lever so the water does not leave the tubes
2. Pour water down the intake tube until the water goes to the top of the clear tube (use the unbelievably tiny funnel for this).
3. Push down the quick release lever. The water will flush down the tube, and the resulting suction will pull water into the canister and force air out of the output.
4. After all the air comes out, wait two minutes
5. Turn on the filter
Apologies in advance if you already know how to do this and have tried it. If you can't follow the directions given in the box, don't worry, you definitely aren't the first, they are terrible.
If all else fails, and you followed all these steps, turn the filter off, lift up the quick release lever, pick up the filter and gently
tap the bottom against a hard surface (the bottom of the tank stand if it's on one). Push the quick release lever, and turn it back on. This works for me when the filter's making noise. If none of this works, and there are no leaks (meaning the system is airtight), I would have to say the pump is bad, or the impeller is not seating properly.