Let's make sure you do this first...
Fill both boxes with water. The tank-end one should be full, the one that goes down to the sump should be filled as much as possible. Stick the airline tubing in the U tube 1/2 way (it's supposed to be at the "peak" of the U). It doesn't mater which end the airline tubing is coming out from. I would take a pic of mine if I could... but no camera till I get home.
Stick the U tube in (connecting the two boxes) with the airline as best as possible, trying to keep the airline as close to the "peak" of the U tube as possible, and you'll see that both ends of the U tube should be under water. Suck the air out via the airline tubing. (it's easier than the venturi... just spit out the water if ya have to). If there's a tiny bit of air left, it's okay. Maybe max. the size of a gum ball.
Check your connections, make sure the sump has water in it. Turn the pump on and keep a CLOSE eye on the setup and be ready to shut things off if they start to overflow. That air bubble should get pushed out automatically... but in the end, there should be no air in the tube at all