yes do change your own oil just for the very reasons mvk warns about - the quick oil change places no.1 usually do not have the correct diesel rated oils and no2 they invariably knock loose the vacuum line to the fuel shutoff valve ie, cannot turn car off !
def recommend a diesel rated oil though as they have better soot control properties than the regular stuff does.
as someone else points out on this forum 'change it hot and change it often' words out diesel's live by.