Glow-plugs are units in diesel engines that warm the engine before starting. On cold days when you turn your key switch on the gloplug light comes on to tell you that the engine is warming. You should never start your engine until the light goes off as the engine is not warm yet. The light is a sensor to tell you that there is something wrong with the glow-plugs, either a short in the wiring, bad connection, or the glow-plug is not functioning properly. Usually it means replacing the glow-plugs but it could be a wiring issue. Since your vehicle is newer than 1996 it should be OBD II compliant and a small diagnostic machine can be hooked up to it. You can purchase one at a parts store for as low as $80 and do it yourself or many parts stores such as a NAPPA, AutoZone and CarQuest offer to do this for you to diagnose the problem. Good luck in your repairs, but I'm guessing that you will need to replace your glow-plugs. Also remember to get dielectric grease for your connections to keep out water and not impede the electrical flow.