A few (hopefully helpful) things:
first the good bit: If you go on Ebay and search for long enough you will find a guy that sells a CD full of information on all of the issues and benefits of running vegetable oil cars. A friend of mine who runs a veggie oil Saxo bought it and - contrary to all expectations on my part - said it was a genuinely good CD with helful advice. I think there are also a few web sites dedicated to this subject.
now the not so good bit: unless you get clued up on this subject from somebody who knows about it you will never be sure you aren't writing your engine's death warrant. It works for some engines and not for others, apparently.
now the bad bit: The Customs and Revenue "Service" have a field day with people doing this who don't declare it and pay the relevant tax. If you are not curently paying, be very careful! From memory, the maximum fine is something absurd like £20,000! It would be cheaper to save money by not insuring your vehicle (£250 fine) or generally mugging people (typically £50 fine). Both approaches seem to have the implicit approval of the current government.
now the quite good bit again: Apparently, according to my mate, even if you pay the duty you can still save money - you do it by buying your veg oil as if you ran an Indian restaurant - in other words, by the barrel.
Good luck!
Philip