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Welcome to FTE. We have a diesel section located a little further down the forum listing. We'll see if we can't get this thread moved down there for a little better help.
In the mean time, give us a little more info as to what is going on. The fuel pump is electric, so it's an on or off type pump. When the key is first turned on, the fuel pump will come on for 20 - 25 seconds to make sure the fuel pressure is up. If the truck is not started within this time frame, the PCM (computer) will shut the fuel pump off. Once the truck is running, the fuel pump stays on all the time. Excess fuel not needed by the engine is returned to the tank through the fuel filter bowl.
What kind of sound are you hearing by the air filter? Have you stuck your head under the hood to try and narrow down where the sound is coming from? Since it sounds like your fuel pump is coming on when the key is turned on, make sure your engine oil is full (fuel injectors fire off of engine oil), then open the fuel drain valve on the fuel filter bowl and turn the key on. Do you see a strong steady stream of diesel coming out of the drain tube?
If the sound up by the airbox is a whoosh kinda sound, I have been told it is the ABS system pressurizing or doing a self-test. Supposedly this is normal. The no start is a different issue. Does it turn over, does it try to start, does it just spin, do you get a rump rump rump sound like it doesn't want to start?
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