One thing about biodiesel is that it will clean deposits from you fuel tank and fuel sytem in general that have accumulated over time from using petro diesel. As a result, it can send a lot of those deposits, etc. into your fuel system and cause filters to clog up. Because of this you will want to make sure that you have some extra filters on hand to deal with this problem, as you may find yourself stranded if it clogs up you fuel filter.
Aside from that I don't think that you will need to do any mods but search info from VW diesel forums if you can find some. Commercially manufactured biodiesel will usually be of beter quality (in my opion). And biodiesel will gel at a much higher temperature (so be careful to blend in significant amounts of petrodiesel during winter months) Different biodiesels gel at different temperatures depending on what they are made from.
Follow this lin for some useful information, in additon to links to even more info. http://www.houstonbiodiesel.com/links.htm
Robin