I wouldn't recommend using straight vege oil unless you have the two tank conversion fitted. If your car is standard you should blend it with regular diesel. Try it gradually up to a maximum of 50/50.
If you don't and use 100% vege oil you are likely to encounter starting problems in the morning provided your pump has lasted that long.
Vege oil is about 5 times more viscous than diesel so you would need to thin it down. In the past I have used 70% oil and 30% kerosene (paraffin) but only on older, more rugged diesels. I don't think these new generation common rail engines take too kindly to vege oil.
Also, for your information, you can run a diesel on 100% kerosene provided you can find a good supplier, it is about 70-75p/litre However, since kerosene has no lubricating properties whatsoever it's best to put 10% diesel in there just to keep the pump lubed. Hope this helps