Hello Michelle
Not sure what infusion set you are using at the moment but going on what you have said in your msg, it does seem as though youve got a problem with the infusion set rather than the pump itself ,as you can prime insulin through the tube without it being connected.
Often infusion sets and where on the body they are inserted, can be the cause of many problems for pumpers. If you are using the Mio are you inserting it correctly by cocking the spring in the housing as far as it will go and holding the set firmly against the skin before releasing the spring? Also, are you inserting the set in the same area as the previous ones? Difficult at first when you are nervous but try not to be too tensed up before putting the sets in. I always stood up to insert the Inset II set in my tummy which is the same as the Mio and just looked at the TV while I released the spring and didnt have any bother.... If you are using the Quickset with the inserter device, make sure that the set again is in the inserter device correctly and make sure that you wipe around the inside of the inserter to remove any adhesive residue along the sides as this can make the set not go in correctly.
If none of the above applies, then phone either your DSN or Medtronic and see if you can have some alternative sets to try. I would not try insulin in the pump yet until you are happy that it wil function ok with the set you are using....