One other thing to consider if the glow light isn't coming on is that the glowplug-light relay is bad. I've all new gp's in my 300D and my light goes out almost as quickly as it comes on after it's been sitting for a day or more. This was a quick diagnosis from my indie anyway. Of course I updated to the newer style plugs recently as well, so...

I'd try diesel purge as recommended and several bouts of good, hard freeway driving, and see if intial smoke and shaking lessens, otherwise - Jim is probably right. You may need to invest in a glow plug or two as his description of proper functioning is what I've observed as well.

Regards,
- Ryan

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'95 E420 - 'Shadowfax' 138kmi.
'92 Volvo 740Turbo Bard 193kmi
'74 240D - 'Ol' Green' 4spd Manual 104kmi. (sold )
'77 300D - 'Red' 223kmi (sold)
'75 240D - 'Bianca the Blue Bomber' (sold)