Sounds like your car is behaving just like Drew's car.
A "regen" is an exhaust regeneration, in which the engine uses elevated idle and "post injection" to superheat the exhaust system to burn off soot that accumulates in the DPF (diesel particulate filter). Regens occur approximately once every 500 miles, but can be more or less often depending on your commute and driving style.
If you notice an elevated idle and the cooling fans on HIGH when you park, your car is most likely in the middle of a regen. I recommend letting this process finish (can take up to 5 minutes) before shutting off the engine. Exhaust temperatures are in the 1100°F range during a regen and shutting off the engine can cause oil to coke inside of the turbo's center cartridge. I have hypothesized that interrupted regens are the cause of premature turbo failures on previous generation commonrail cars (2009+).
I recommend buying a ScanGaugeII and adding an XGauge for Cat #1 temperature sensor, which is the pre-turbo EGT (exhaust gas temperature) sensor. Normal operating range is 400 - 900°F while driving. If you notice EGTs hovering around 1100°F, you know you're in the middle of a regen.
www.scangauge.com
http://www.youtube.com/watch?v=FQznjhZgteA <-- video of a regen happening on our Passat - note the ScanGaugeII