If you ran out of oil then the boiler is more than likely air locked... You'll have to "bleed" it which entails opening/loosening a nut on the igniter part of the burner and then pressing the red button three or four times (after it has reset each time) until eventually you'll here the oil entering to the burner to ignite, then, tighten the nut... It's simple when you know how but daunting to do when you don't know what your really doing!!
If it's your own house then, you'd be well advised to get a "Tiger Loop" fitted on the line so that in future when you run out (as I always do!) it saves you all the trouble of bleeding the boiler or having to call a plumber. The device prevents air from entering the boiler.... Truely a great product (cost's about €70.00).
If you threw the Oil delivery driver the price of a drink he might bleed the boiler for you... They don't really like doing it in case of other problems but, some will!