Car shuts off when hot, air bubbles in fuel filter

We thought it was a bad fuel pump but we replaced it with a new one and it is still doing the same thing. And we ran a hose to a gas can under the engine. I wanted to see if we might have a small leak in the gas line. When I took off the hose to the gas filter it blows the gas right out of the filter. Is that normal? To have that much pressure in your fuel filter?