What do I do when I run out of gas in a 2000 Jeep Grand Cherokee?

I was driving my 2000 Jeep Grand Cherokee and I ran out of gas. I rolled it to a gas station and put a few gallons of gas in it, but when I turn the key the car doesn't start. It will run for a few seconds and then turn off. The only way I got it home was by revving the gas peddle repeatedly, but once i pressed the brake the car would stop. Was there something special I was suppose to do when the fuel tank runs dry? If so, what is it and how can I get it started?