A mate had this problem with his 300tdi. Went to a main stealer for a diagnostic and was quoted silly money. He went to an independant specialist who got them in. Cost 900 quid or so.
Someone said to him take the warning bulb out or tape over it as it works without, but i dont know if this is the best course of action really, and as it cropped up at MOT time it failed it and had to be sorted.