Jim,
Definitely sounds like the glow plugs. Mine did exactly the same last year, new glow plugs and it started very easily.
As regards changing them, they are a pig. Took me 8hrs, lots of swearing and skin off my knuckles but I did it. Secret weapon was a ratchet spanner, priceless. Seriously they are difficult to get at, but you do not need to remove the radiator etc as it says in some guides, but being double jointed helps. The one that is the worse is apparently the one behind the fuel pump, this was the easiest for me though for some reason.
One idea though, do you wait for the light to go out? If so wait longer, the light is only an initial sign. If you leave the ignition in the same place for around 20-25 seconds you will hear a relay click from the right hand side of the dash (near the fuse box) and this is the point where the plugs are fully heated. Try starting it then, it should help a little.
Regards,
Matt.