welcome to the forum.....it's a great place and all the answers are here.
Forgive me for not writing an detailed answer.....but try searching first as this has been posted/resolved many times.
Could be a vac leak somewhere in your system (do your door locks work or tranny shift hard?)....or it could be a bad shutoff valve. Best thing you can do is buy a Mitivac at an autoparts store (if you plan to maintain these beasts yourself).
Here's a good writeup on diesel giants site too on the shut-off valve (back of your IP).
http://www.dieselgiant.com/repairyourshutoffvalve.htm