DPF is a filter that captures the soot which usually comes out the exhaust. It is only on the 170ps version engines (i assume as they smoke more) once the filter starts to be come clogged with all this soot, the ecu injects more fuel into the engine to increase the engine exhaust temperature to around 350 degrees where it then burns off the soot caught in the filter, this produces a whiteish smoke/powder.
This makes the engine cleaner than ordinary non-dpf engines and they don't produce anywhere near as much black soot smoke all the time.
The downside, is increasing engine power increases the soot released from the diesel which means the filter clogs quicker / harder / faster so may not clean properly therefore clogging the engine and a dealer fit of a new dpf ££££'s
Remove the dpf, and you'll get a shed load of tuning options as you don't have to worry about soot output, however the dpf is linked to the ecu quite well, so its not something cheap/easy to remove.