This is referring to the diesel PARTICULATE filter (DPF), not the FUEL filter. The DPF is part of the exhaust.
Modern diesels are great for sales reps etc., where the car is driven hard and long on the motorway, giving the DPF time to go through it's high temperature cleaning (regeneration) routine.
They are rubbish if you use them for short journeys and low annual mileages. In these conditions you will get poor MPG and be far more likely to suffer problems such as dpf and egr blockage and dual mass flywheel failure, and would be much cheaper running a petrol car.
If you take your car on to a motorway or dual carriageway and do 70mph in fourth gear for 40 miles or so the dpf might clean itself. If not you will need a Citroen dealer or specialist with the relevant equipment to do a "forced regen", or may need a new dpf.
Are you aware of the need to have the Eolys fluid topped up and reset?
fred
April 2012