As Gary said all 2007 models have pollution control systems designed for the new ULSD (15ppm sulfur) use only. Cars sold in Europe already have had this system in place because of their strict fuel & emission regulations over there.
Older diesels (prior to 07) can run on anything, LSD (500ppm sulfur), ULSD (15ppm), Off Road/Farm Diesel (+1500ppm sulfur). They are just trying to educate the consumer with the pump stickers. Its similar to the transition of gasoline from leaded to unleaded back in the early 70's. You needed to know what fuel your vehicle was designed for. If you ran a newer unleaded 70's vehicle, with a cataliytic converter on the old leaded fuel you stood a big chance of ruining or clogging the catalytic converter. The same applys to the newer 07 diesels emission systems which were designed to function on the new ULSD fuels only.

What I am curious about is if these systems on 07 models will be alright with BioDiesel / ULSD blends??
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FRED
Daily Driver: 98 E300TD 199K
Hobby Car: 69 Austin Mini
Past Diesels: 84 300SD, 312K
87 300SDL, 251K
94 Chev. K-1500 6.5Ltr.TD, 373K