Best way to check the lift pump is to get a 2-liter soda bottle and stick the end of the drain hose in it, open the valve and then bump the starter like rotohead said. This is easiest if someone is helping you, but after bumping the starter the pump should quickly fill the bottle about half full. If it's slow or doesn't pump any fuel, the lift pump is dead. Most of the time people without fuel pressure gauges discover a dead lift pump when they change the fuel filter.