In order to make sure all the air is bled, follow the instructions found here:
http://www.pedrosgarage.com/Site_3/Install_3rd_Radiator_%26_Coolant_System_Bleeding_I nstructions.html
Scroll down half way and you'll see the bleeding instructions.
Also, check your coolant cap and/or any cracks on the reservoir.
That bubble of air got into the system because of a leak.
The most common is the coolant cap.
Happy Boxstering,
Pedro