Ordianry diesel fuel is actually distilled from the same petroleum as gasoline. Octane, the primary component of gasoline, contains eight carbon atoms per molecule, while cetane contains sixteen.Thus, the gasoline is ligher, and is removed earlier in the distillation process.
Higher grades of diesel fuel usually burn fairly cleanly, but lower grades of diesel fuel often contain large amounts of sulfur and can cause much pollution. Typically in the U.S., two grades of diesel are sold. The more highly refined is used on highways, while a cheaper and more sulfurous grade (recognizable by its being dyed) is resticted to off-road use.
However, diesel doesn't necessarily have to come from petroleum. An alternate source is vegetable oil, commonly known as biodiesel. Most biodiesel-powered vehicles have two separate fuel tanks, since engines start more easily on regular diesel fuel but burn biodiesel fine once they're warmed up.