purchased a shock x (ravx.com) "precision shock pump" at my local bicycle shop... high quality; braided steel hose; non-leak valve head; small size...works great...and, a great value at $30.00! i use it on my solo air seat and shocks ('09 flhtp)
I agree with most of the posts here; your pump is not working, get a new one. I have an 09 ULtra and my pump doesn't lose much if any air. I love that thing.