Audi a4 2.0tdi 2005 - emissions control light - jeta1

Hi i have emissions light on permanently ,its been on for about a week now . The car runs fine and ticks over fine . I have been driving like a grandad i have to admit trying to save money .Since the light came on i have been driving the car hard to try and clear the light only up to about 4000rpm . My question is what could the problem be , do i have to plug in to diagnostics machine to clear . As i said earlier at the moment it runs fine . Should i worry about it ? . Regards.