Can only run straight veg on old dervs with the mechanical fuel pump. - my old mk2 mondeo endura engine ran it no probs as did a mates escort mk5 with same engine.
Newer cars wont run it as the tolerances are too small.
On the fly-by-wire cars (ie 2000) you can run bio diesal which is processed veg - ran that in my X reg astra for years.
I prefer bio as you dont have to fuck about with used veg like i used to, and its price it not that far off new veg oil unless you can go cash and carry and get it mega cheap