All diesel cars that were made after 2009 had to have a DPF fitted to them. The idea of a DPF is that it is designed to remove diesel particulate matter or soot from the exhaust gas of a diesel engine. This then gets released when the car regenerates and is kinder to the environment.
The problem is that lots of vehicles suffer from issues with the DPF and this can result in very expensive repairs. If your DPF fails, then you may have to have it force regenerated at a garage. If they cannot do that then it may need to be removed and sent away to a specialist place to have it cleaned out.
If you have an error coming up to say that you have an issue with your DPF or that can cannot regenerate, then be sure to get it in to the garage as soon as possible. The longer you leave it the more likely it is that you will experience more serious problems. If your DFP fails completely and needs to be replaced then it can cost in excess of £2000, so it is definitely worth getting it checked out as soon as possible.