Your problem could be that you are not waiting long enough when you turn the ignition to the on position, for the fuel pump to send pressure to the fuel injectors. You will notice if you turn the key to on.... that the fuel pump will make a sound then shut off, after it does that, then try starting the car.
With my 92 5.0 i wasnt waiting some times and it would start, and then run really rough and i would have to gas it to keep it running. Thats a not good with fuel injection. My grandpa also had the same problem with his grand marquis, he would have to start it twice, but he never waited for the fuel pump to pressurize either.
And dont pump a fuel injection by the way..... the days of carburators are over (thank god) :worship
Hope this helps you.