With the high price of Diesel Fuel these days, I think it is wise to remember not to be temped to put non-highway use diesel fuel into a highway vehicle. Here is a link to a publication that the Government puts out to truckers about dyed fuel. I also believe that there are two types of dyed fuel, red is low sulfur and blue is high sulfur. Also there have been instances in the past were the penalty for use was waived by the government, but this is usually associated with a Hurricane event, when diesel fuel is in limited supply.
http://www.irs.gov/pub/irs-pdf/p4941.pdf