Power steering pump makes the "empty" sound all the time.

Under normal circumstances, that usually means either you still have air in the system, or it's sucking air from somewhere. If the pump is at the end of its life span, that can be it, too. I would do as Steve eluded to and jack the wheels up in the front and turn it lock to lock many times and see if that might do it. If it doesn't, you probably either need to rebuild the pump or replace it.