Ran outta gas, now very rough @ idle/low gear

I ran outta gas the other day, and now when I start my 93 accord, it sputters (revs/drops randomly) until the car hits operating temp.

Also, it goes away whenever I go above 2nd gear at cold temps.

Is there air in the fuel line? How can I bleed it out?

EDIT: Changed the fuel filter. No change. I guess I'll check for a vacuum leak.

EDIT2: Car runs fine once fast enough for higher gears...could it still be the fuel pump?