Older trucks don't have them. It's the new emission laws that require it on the new trucks. They are a royal PITA. They are supposed to remove all the Diesel Particulates and store them till it "regenerates", when it burns them all up. The burning up part requires fuel being injected late in the combustion cycle, so you end up with unburnt fuel in your exhaust which burns in the DPF, incinerating all that soot. This means more fuel being wasted. The DPF causes enormous back pressure, further hurting the efficiency of the new diesel engine.
Anyway, you are lucky that you don't have to deal with it..