Ivo - go for it. They won't hurt your car. Just make sure your additive does NOT contain alcohol. I'd recommend first Stanadyne's performance formula or Redline's diesel fuel catalyst. I've only used Stanadyne with no complaints. This morning at 16 degrees my car barely turned over before firing up. Additives claim they will help fight fuel gelling in cold weather, increase cetane, clean injectors, lubricate fuel systems, and help separate the water in the tank.
DO NOT add ATF to your fuel, thats an old truckers' myth , and its not designed to be burned in an engine. The chemicals can harm your fuel injection system, and when its burned it leaves ash deposits in the engine. To use a cliche - use the right tool for the job, ATF is made for transmissions, not combustion.
hope this helps,
2004 Ram 2500 Cummins HO
2000 Jetta TDI
1999 E300 (sold)