Diesel Particulate Filters or DPF's are a relatively new invention and are part of the exhaust system on modern diesel engined cars. They are designed to trap toxic soot particles before they reach the atmosphere.
You will no doubt have seen the clouds of black smoke billowing from the back of some diesel cars when they accellerate hard, DPF's are designed to combat this. The drawback of a DPF is that it can become clogged and the cost of a replacement could be as much as £1500/€1700!
Apparently DPF's are not at all suited to town driving and if a car spends its life in stop-start traffic it can get clogged. Regular motorway runs will help to combat the problem as the higher exhaust gas temperatures will burn off the collected soot. Another solution is to remove the DPF altogether as they are not needed to pass the MOT/NCT....for now.