Be very careful shaking it up and down in the water. I lost a cory doing that. He swam by and I hit him with it, taking his entire top fin off and a chunk out of his back.
Try this:
1) stick the outlet end in the bucket
2) place the intake in the tank and fill it with water
3) raise the filled end up so that the water starts to run through the hose
4) once the water starts to exit the hose, quickly stick the intake back in the water and it should start to siphon.
You may have to do it a time or two to get it to start but it will work. You can also fill the hose completely with water from the faucet, cover both ends to prevent leakage, stick the ends in the bucket and tank and open the ends. It should start immediately.