Ok, here's how to do it. Took me a while to figure it out, but i's so easy. Take some 1/4 ariline tubing (it's very small) and put it into the u-shaped tube about halfway up. Then you put the u shaped tube in the overflow boxes, with the longer end on the box on the outside of the tank. You put enough water in the overflow box on the outside of the tank so that it covers the end of the u-shaped tube. This is where the siphon comes in. Suck all of the air out of the u-shaped tube. At this time, the water will begin leaving the tank, and entering the filter. At this time, Pinch the end of the 1/4 airline tubing (so you don't let any air back in the u-shaped tube), and remove it from the u-shaped tube.
Turn on the filter, and see if any air gets into the u-shaped tube. If not, you're fine.
You should only have to do this once (unless you want to clean out the u-shaped tubing). When you turn the filter off, the water just comes to a stop. Air should not get back into the u-shaped tubing either. The only way you would have to siphon again is if you take the u-shaped tube out of the overflow box.
Is that clear enough, or did i just confuse the crap out of you?