can anyone advice on what the problem is?

Oh dear. It could be your turbo seals on the way out. Should the seal fail big time when you are driving, the oil supply to the turbo bearing could get into the inlet air flow causing the engine to runaway and eventually fail. Turning off the ignition will stop the flow of diesel to your engine, but not the flow of engine oil coming from the turbo. If this happens to you, you can stall the engine (if it's manual) or bung up the air inlet to the engine. If you're lucky and at low revs, the engine may just die on you (as my Discovery did).
To see if this is happenning to your car, break some joints in the air inlet pipework / hoses between the turbo and the inlet manifold to see if you can find gross oil. Good luck.

Vince
October 2010