The glow plugs are not working. Use a test light at the bar that goes across to each glow plug. Have someone turn the switch on. If it is counting down you should have power at that bar. A wire connects to the bar at the rear of the head. If you have power then the glow plugs need to be replaced. If not, you may have a bad relay. The relays are located under the engine fuse panel. This is on the left side of the machine, right above the fuel tank in the engine compartment. There are two relays located there. They are under plastic covers. The relay closest to the engine is for the glow plugs.
The other relay is your start relay. The engine continuing to turn over could be caused by this relay sticking. The other possible cause is the relay on the starter itself sticking.