When you switch on for the first time after changing the filter you'll hear the pump running and a 'gurgling' coming from the filter.
This may well take over 2 minutes to calm down.
Switch off, wait a minute and then switch on again - more 'gurgling'!
Do this a few times before you try actually starting up.
The engine should now fire up and keep running.
If you try starting right away the engine will fire but will stutter and shake like hell to a stop.