Originally Posted by Graplr

Here is a compression tester for $25-
http://www.harborfreight.com/cpi/ctaf/displayitem.taf?Itemnumber=93644&xcamp=google&utm_source=googlebase&utm_medium=cpc&zmam=33951326&zmas=12&zmac=112&zmap=93644

Most people check it at the glow plugs vs. doing it at the injectors. I believe most do it with the engine warm.

You simply, one cylinder/glow plug at a time, replace the gp with the tool.