Starting a diesel demands a whole lotta juice. Especially cold starting (as in engine is at ambient temperature, below operating temperature, not necessarily in sub-zero temperatures).

First, for a cold engine, you need to glow it. The glow plugs are pretty much just electrical heaters inside the cylinders and starting a cold diesel without working glow plugs is impossible below +10C or so. Then you crank it. The compression is higher so the engine resists cranking more. Starters are much sturdier on diesels than gasoline engines of comparable size.

What you do (and how i've jumpstarted a lot of very modern diesels as well, including a Volkswagen Passat with a fully electronic DSG gearbox) is to drive the car with good battery close, attach the jumper cables to the dead battery, then the positive cable to the donor car and lastly the negative one. Then turn off lights and unnecessary electrical gadgets in both cars and rev up the donor car to around 3k rpm. Keep it revving for about(i use as a rule of thumb a cigarette's duration) 5 mins or so. Still keep the revs up in the donor car (i suppose you by now realise that in this, 'you' is a plural), start the car. Now don't let the engine stall for the next 15 minutes. Let it idle or drive around (i suppose you shouldn't be driving with the lights off though, depends on local law), but keep it running.

The reason they say that is because when you hook up the final connection, the difference in voltage could throw a spark, however tiny, that could ignite hydrogen gas (generated by electrolysis) escaping from the battery, causing it to explode and possibly splash acid in your eyes.

It's still called a battery, supposedly because the original series of acid filled cups reminded the inventors of a battering ram cannon thingee with several barrels.

If the dead battery is soaking up so much charge that the engine won't start immediately, it's OK, the "wasted" electricity is just charging the dead battery after all. Like I said before, you can damage computerized engine components by attaching/detaching stuff while it's running. Also, you don't want to let a car charge a totally dead battery by itself if you can help it, they've made alternators too wimpy to put out a full load for very long without overheating nowadays.

If the battery will start the car after 30 minutes of charging, but not after sitting 8 hours, there are two possibilities. One is that something in the car is still on and draining the juice, you can tell by removing the battery cable after shutting the car off, then the battery can't go dead while it sits. The other possibility is that the battery is so old, particles that have flaked off the plates inside have gotten so deep at the bottom of the battery they're shorting out the plates from the bottom, in that case you'll need a new battery.