To get a diesel engine to play nice with straight vegetable oil (VegOil, to some), you need to heat it. That's pretty well known. But in the coldest areas of the U.S., there are a few more steps that conscientious individuals who are willing to collect and filter VegOil for their old Mercedes need to take.
Take a look at the clip above from Alaska's KTUU and you'll spot a back yard full of five-gallon plastic carboys with frozen oil in them. Before running this fuel through a series of filters that starts will old jean legs turned into sock filters, the guy needs to thaw it out in a tub of hot water. The other subject of this TV news clip processes his VegOil in his pantry, because it's the only heated space in the house that is not also a living space.
The KTUU clip is by Jason Moore and features Plantdrive and Frybrid installations and filtering setups. For more info on biofuels in Alaska, check out Alaska Biodiesel. Yes, such a group exists.
[Source: KTUU, YouTube]