I have a Megane II 1.9 DCI 03plate which has a serious lack of power, check?

I have a Megane II 1.9 DCI 03plate which has a serious lack of power, check injection & service light are on. Renault have had it on their diagnostic machine and they are telling me it is the glow plugs ? could this be right I was under the impression glow plugs were to start the car and nothing to do with performance. Please advise !!!!!!!!!!!!!!!