>many (not all) of the fuel injection systems use bosch fuel pumps, and these
>are "cooled" by the flow of the fuel through the pump. if you run an EFI
>system dry, there is NO fuel in the pump ... which can burn up the pump.
>also you can get some of the crud that is in the bottom of the fuel tank
>sucked into the lines and the pump and possibly the injectors.

My understanding is that Fuel also acts as a lubricant. Running dry is
particularly bad for cars that have the fuel pump inside the gas tank,
since repair/replacement would involve the additional cost of labor to
remove the tank. 

-- 
Sami ('75 Westf.)
dakhlia@wuecona.wustl.edu
http://wuecon.wustl.edu/~samid/