Can one use Vegetable Oil instead of Diesel in their car?

I caught the tail end of an NPR segment where this little town in Wales was switching to using vegetable oil in their diesel engines. Is this some sort of joke or can you really do this? And if you can really do this why the heck hasn’t it caught on as a cheap and clean alternative for a fuel source?

Check the other thread on this topic that was posted 3 hours before yours.

http://boards.straightdope.com/sdmb/showthread.php?threadid=157841