Every time you start a diesel engine from cold, not all of the fuel is burned. This used to come out of the exhaust pipe as black smoke. Now it is trapped by a canister in the exhaust system called a Diesel Particulate Filter and the idea is that the soot will be burned off safely later in a car's journey. If the journeys are very short and the engine is switched off again before the DPF gets hot enough to burn off the particulates, then they will stay in the DPF and eventually the exhaust system will get blocked. Your car probably has an Eolys additive-fuelled DPF regeneration system which helps it to regenerate even when not taken fully to temperature, but even this has limitations. However, if you stop the car and smell something hot and burning, that is the DPF regenerating, and it's best not to switch off the engine for a minute or two in order to let the process complete.