Drive it as you would any car, but take it for a highway run every so often to regenerate the DPF.
Don't be afraid to load the engine — diesels like to work — but don't over-rev it (pointless anyway...)
Aside from that, just keep the maintenance up, do the normal routine checks and it'll be fine.
If you use it a lot, consider a catch can on the engine recirc system to cut carbon buildup in the intake etc.
You can learn about them in the Diesel forum here.
Incidentally, a Golf TDI was caught on the Monash this week at 200K+ and impounded — don't be that stupid (it was his mum's car...)
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