Diesel Particulate Filters are a common and widely used emission control system fitted to most diesel cars since 2007. They catch the soot and particles from the engine in a filter within the exhaust, and then periodically vaporise them at very high temperatures (circa 600 degrees!).
Although this is effective at capturing harmful particles, there is often a side effect if the car is not driven on longer journeys. Since the manufacturers tend to program the systems to vaporise the filtered soot on open roads (driving for longer than 20 minutes at revs above 2000 rpm is a common requirement), cars which are driven predominantly around town are likely to clog the filter and cause the emission light to illuminate. If this is not dealt with quickly then more expensive complete blockage may occur. In the worst scenario, a new DPF may be required.
WARNING! Do be wary of companies who offer DPF removal as a solution to this problem. It is not recommended and may cause problems with getting an MOT, with your insurance, and more importantly, with the health of those around you who will be breathing your unfiltered sooty exhaust particles.