Not neccesarily, one or more of the glow plugs may have failed and you will still get the light to come on.

The test is to check the resistance at the 6 pin plug mounted in the engine compartment above the drivers side tire.

http://dieselgiant.com/glowplugrepair.htm

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77' 300D, "Cartman" SOLD @ 150K (didn't know what I had)
83' 300SD, "The Superdon" 325k+ @ 28mpg
95 E320 wagon, "Millennium Falcon" 231k+ @ 24 Mpg
95 E300D, "Sherley" 308k @ 33.69 Mpg, currently anticipating a head
99 Suzuki Intruder "Trudy" @ 45 mpg