1N5819 diode reading?
Usually, the multimeter will give you a reading in only one direction:  the forward biased direction.  Some expensive meters can do reverse biased voltages, i.e. zener diodes, but most multimeters will only do one direction.    So, you'd have to connect the positive lead to the anode and the negative lead to the cathode.     Then the meter will give you the forward voltage drop of the diode. 

If your meter is giving you '0000' both directions, it could mean one of two things:
-- The diode is definitely busted. 
-- The meter is not functioning correctly. 

Is it possible for you to test the diode function on your multimeter using a known, good diode?  That way you can verify at least the meter is working as expected.  You don't have to unsolder or take the diode out of the good test board to do this.