If you drive a diesel car that was manufactured after 2005 the chances are it has been fitted with a diesel particulate filter (DPF). Some cars prior to this also had them fitted often by the request of the owner.
The job of a DPF is to burn up all of the deposits that accumulate in the exhaust system and then expel them out of the exhaust. This process is usually done after a certain amount of miles but often the car engine needs to be hot for the process to complete successfully. Manufacturers recommend that you drive the car for a journey of approximately 30 mins to an hour keeping the revs between 2,000 and 3,000 to give the DPF the chance to work.
You can buy cleaning additives to put into your DPF system but the chances are even if they work, you will have to repeat this process at least a few times a year.
Some car garages or auto centres will also offer a cleaning service ranging from a maintenance clean to a deep clean. The cost for this is usually between fifty pounds to ninety pounds.