You'll have to bleed the system as air will now be in the supply line from the tank. This is how I did this on my own system recently after changing the fuel filter:
Go to the oil tank and locate the fuel filter. You should find a small bleed nut on top of the filter housing, have a clean tin or plastic container at hand to catch oil drips whilst you loosen the head of the bleed nut. allow the oil to run for a few seconds until it starts to spill out over the bleed hole. You may see some air bubbles initially. Tighten the bleed nut and pour the oil back into your tank. Fire up the burner and see what happens, should do the trick.