No, I did not have trouble getting the air out of the system. Basically I just filled it up, and ran it for a short time without steering. Then shut down, and refill. Then, put the car up, start it and slowly turn the wheels without them being on the ground. A bit of driving and then a final re-check in a day or two, and that was it.
If you did much steering without fluid, that can harm the pump. Otherwise, it sounds like you have a noisy pump, and it has nothing to do with air in the system. That is my opinion.