This "is" good news.
I'm really glad to see folks giving this some thought. There are good articles on the web about using SVO, WVO, bio-diesel and others. Give them a read before adding anything to your tank.
Bio-diesel's a no brainer. Some injector pumps started leaking after using bio-diesel but this was with earlier models. Apparently the pump seals soffened or something. From what I understand most any diesel engine made after about '95 or so... there's no problem with that. I've been using a 20% bio-diesel blend for a few months and the truck (and our Jetta) loves this stuff.
As for the other oils, both SVO, WVO and used engine oil, modern Direct injection, computer controlled diesel engines don't fair so well running it straight. Cummins, however, says we can mix our used engine oil, at up to 5%, with fuel and there won't be any problems. This should give eveyone a good starting point if you want to mix veggie oil/waste oil and fuel.
I like Garys idea of running this stuff through a quality filter before dumping it in the tank. With small quantities, a few quarts or so, I just pass it through a coffee filter and add it. If I were going to run alot of it... full time... I would definitely do some major filtering.
From everything I've read on the inter-net about using veggie oils straight... . I would stay under 15% or 20% and it should run with no problems. But, do your own research. There's a lot of good info out there. A good clean-out once a month (long trip on the highway using good quality #2 diesel) probably wouldn't hurt either.
Mike