Did you bleed it?
Put a new one in mine a few weeks ago, and the new one came with instructions for bleeding after install.
It's pretty easy. Get the front wheels off the ground and set on jack stands.
With battery disconnected and pump open (take off top/dipstick), turn key to on, then turn wheel from lock to lock (20 times iirc). Make sure you check that your fluid doesn't get too low. You should see very small bubbles coming up thru fluid.
Reconnect battery.
Start engine and repeat lock to lock process. Don't forget to keep checking level.
Keep going until you stop seeing the bubbles.
If it's cold and the fluid is thick, let it sit for a while after lock to lock turning, as the bubbles will take a little more time to rise to the top.
When you think it's good, go for a drive. Repeat if needed (you should be able to tell).