There are many faults that could cause the engine to run rough at low RPM. For me to list them and you to check them all would be impractical. However, there are a number of areas that you should check.

Check that your fuel filters are not blocked or dirty. Make sure the air flow meter is ok and that your Air filter is serviceable. Check to see what colour smoke (if any) is coming from the engine: black smoke means faulty injectors, dirty air cleaner or a faulty turbo. White smoke means the engine/pump timing is out, or there's water/petrol in the fuel. Blue smoke indicates worn cylinders, faulty injector pump/lift pump, or that the engine is over full with oil.