this could be a problem with the glowplug timing, once engine is started the plugs enter an afterglow phase, this helps to improve idling and reduce hydrocarbons produced by more efficient combustion just after starting. afterglow is only active for max of 30secs or until 2500rpm is reached. it could also be the egr valve or maf sensor require cleaning, without seeing the car its hard to say.
Thanks for your help mintalkin.. should i first change try changing glowplugs see if there is any improvement.. is cleaning the egr valve and maf sensor a big job? How much do you think it will cost. Thank you