Glow plugs, relay should keep them on for around 8-10 seconds (maybe longer
it is OK).  Also check your small, rubber return hoses between the injectors
as these can leak and cause a hard cold start (they allow the fuel to drain
back to the tank and then you need to crank the thing to pump it back up).

Hope this helps,
Ken Wilford
http://www.vanagain.com
John 3:16
Phone: (856)-765-1583
Shop:   (856)-327-0027
Fax:     (856)-327-2242