The DPF isn't something to be afraid of. It collects soot - the black particulates in the exhaust that we normally associate with diesels - and burns it off as much as it can. If it reaches a certain level of unburnt soot (measured by the difference in pressure sensors before and after the filter) it tries to do a "regeneration cycle".
The regen cycle is nothing more than, when certain criteria are met, a squeeze of the injector during the exhaust stroke (exhaust valves are open, piston is rising forcing the gas out). This raw fuel strikes the DPF and, as you'd expect, ignites on the next exhaust stroke, burning hotter than normal.
The criteria for conducting a normal regen cycle are:
1) The engine temperature is in acceptable range (normal operating temperature)
2) The engine load is light (you are not hauling hard up a hill)
3) The engine RPM is above 1600 (roughly). It's about 80km/h in top gear.
Meet these conditions and the regen will happen all by itself. Funnily enough, normal driving gives us these conditions quite often so we may never know it's happening.
If the normal regen cannot happen for some reason, or it fails to clean the filter, the ECU will light the DPF light on your dash and, after a certain amount of time, will then limit the vehicle to 2,000rpm - the "limp mode" - forcing you to go and see a dealer so they can conduct a forced regeneration.
The forced regeneration takes about 4 hours or so, will probably use half a tank of fuel, and at completion requires the oil and oil filter to be changed. It's not nice, but if you give your car the chance to clean the filter itself, you never need worry about it.
Does that help?