Pat, I'll ask the dumb questions first ...
Is the gasket still there outside the impeller well ? It sits in the 4-5" circular groove and seals the media basket.
Is the quick-release all the way down ? Wiggle it firmly into place before locking down the lever - it should lock easily.
Have you followed the fill proceedure ?
Open quick-release, remove filler cap on out-take elbow, fill pipe, close cap, open quick-release, then let sit until all siphoning stops.
OK, that's where their instructions end ... but you still have air in the top of the canister.
You can do this while it's running, but I'd suggest
not before you get used to doing it with it turned off
Hold the top down with one hand and, with your other hand, release one or two pump head hold-down clamps, and the system pressure will force out most or all of the rest of the air.
Depending on your system pressure, the air may escape so quickly you'll have to clean up some water
