Having done some research on the legalities of using veg oil in a diesel, it seems that site admin was WRONG (evil laugh)
Apparently as long as you register with customs and exise and pay the appropriate duty on the oil you can use it freely.
check out this site for more info
http://www.ravenfamily.org/andyg/vegoil.htm
Suggested saving of £10 per half tank are easily possible.
On a high performance Seat Leon TDi Cupra R thats an effective 90mpg!!!!!