Saturn Oil Pressure Issue

I replaced the timing chain in my 93 SC2 with 266,000 miles(on the dot when I parked it). While I was in there I figured I may as well replace the oil pump which is housed in the timing cover that runs off the crank. I got the kit and replaced the 9 torx bolts as well. Everything went together fine and when I fired it up, the motor sounded great, but the oil light came on and stayed on. I at first thought the petrolium jelly used to pack the oil pump may have needed to warm up, but my mechanic said it should have dissolved instantly. He suggested pulling the coil and trying to get oil pressure cranking the motor. I also am going to pick up a sending unit, but really don't think that is the problem. I don't want to run the motor with the light on and cause more problems, yet I have a feeling the light will go off. The motor was very clean, as I always keep clean oil in it. Has anyone run into problems like this putting a timing chain/oil pump on A Twin Cam Saturn? Any suggestion would be appreciated.

Update: I tried cranking the motor with the coil pack disconnected. I had the oil filter off and did not get any oil out. I guess something is wrong with the pump. I will pull it apart and try it again. Any idea what I could have done wrong?