2005 VW Jetta on 2004 Volkswagen Jetta TDI

I just replaced the fuel pump in 04 Vw Jetta driving home on interstate in Denver and just decides to die completely shuts off.Turned key off tried to restart like it turns over but will not start please help. Thanks

Asked by for the 2004 Volkswagen Jetta TDI
Can you hear the pump clicking on when you turn the key?