Know there is more of a problem with running out of diesel so did some hunting for you, though I'm sure you've sorted it by now.
Answer
It depends on the diesel engine. Some need to be towed to a shop and the injector taken apart, others just need to be cranked for a minute and maybe a little starting fluid. Newer, passenger vehicles and pickup trucks generally start a lot easier than some of the older and/or larger engines.
no need to take an injector out if you ran it out of fuel, the first thing to do is to remove the fuel filter and fill it with diesel then reinstall full fuel filter next if engine does not start quickly, crack an injector line loose to bleed the air when engine is running re-tighten fuel line
Amendment: by PayDayBill
On the 6.9 IDI engines there is a bleed valve on the filter housing. It looks just like the valve stem on your tires. Just depress the needle while someone is cranking the starter until the air is bled out and fuel is flowing. I like to use an old bicycle pump hose clamped on the valve and drain the fuel into a plastic container to prevent fuel from spraying all over the engine compartment.
Other option: for Manual Transmission
This happened to me with our diesel VW Beetle, and we thought we'd have to take it to a shop. While having my Dad tow me with his car, he said i should stick it in first while he was dragging me, after a while it looked like it had started, so i put the clutch in and tried starting it, voila!! it worked. So looks like you can put it into gear to get the gas going if you have someone to push you. Try it out!
Read more: wiki.answers.com/Q/How_do_you_start_a_diesel_engine_after_it_has_ran_out_of_fuel#ixzz1kmaiJLPk