Sounds like a vacuum leak, more than likely. Have you changed oil lately??
I ask because it seems a common occurance to knock off one of the vacuum lines while changing/replacing the oil filter. Might also be rooted in the vacuum locking system.
Try doing a search on, something like "diesel wont shut off", you'll be surprised at the amount of reading you'll have.
'73 280SEL 4.5 (9/72)- RIP
Only 8,173 units built from 5/71 thru 11/72
'02 CLK320 Cabriolet - wifey's mid-life crisis
2012 VW Jetta Sportwagon TDI...at least its a diesel
Non illegitemae carborundum.