Excuse my ignorance/intelligence, but what is meant when people are saying they have/haven't had a REGEN? What is REGEN? Heard it 100's of times now! 
DPF Regeneration process, the Filter soot loading has reached a point at which it is burnt off Actively or Passively.
Sorry, still makes no sense to me. Could you please explain in idiots terms? 
OK, here goes.

As part of the ever more stringent Euro emission laws that have been tightened up over the last number of years, the amount of soot debris that a diesel car is allowed to emit from it's exhaust has been drastically reduced. As you may recall, Diesel motors from a number of years ago were smoky smelly things, that used to bellow big plumes of black smoke under load or when accelerating - this is no longer allowed.
To achieve this, manufacturers have improved the efficiency of diesel engines markedly over the last few years, with better fuel regulation, much higher pressure fuel rail systems and using Diesel Particulate Filters (DPF) amongst many improvements.
The DPF's job is to catch the sooty deposits present in the exhaust gasses which are a by-product of the combustion process. It achieves this by having a canister mounted right on the exhaust manifold (as near to the engine as possible). The amount of soot collected in grams is carefully monitored by engines ECU, as it can only hold a relatively small volume.
During normal driving of the car over longer distances, the DPF can self regulate itself by gradually increasing it's temperature and burning off the soot, thus keeping the canister empty (or nearly empty). However, to achieve this temperature the car must be thoroughly warmed and the exhaust / DPF system up to temperature. On a long journey it's not a problem, but on smaller stop start or inner city journeys, the system never quite reaches that threshold temperature for the DPF to operate efficiently, or even if it does, the journeys might be too short to burn the soot off.
In these events, the ECU can instigate an active or passive regeneration or regen. With a passive regen, the DPF will during the normal course of driving slowly burn the soot off - you the driver rarely notice much when a passive regen happens.
With an active regen, the ECU significantly raises the exhaust temperature to over 900°C to get the DPF to temperature ASAP. During this cycle, auto stop / start will be cancelled and the engine revs will rise to approx 1000rpm, in an attempt to keep the DPF at this high temperature. Once regen has completed, the stop / start is re-activated and the revs fall back to about 800rpm. If the regen ends near the very end of a journey or if it's still in progress when the car is switched off, due to the very high under bonnet temperatures, the cooling fan will run on after the ignition has been switched off to cool the engine bay down.
If you consistently do journeys that are too small to allow even an active regen to complete, then you run the risk of the DPF filling to dangerous levels. Once saturation levels exceed an upper tolerance level (think it's about 80-85% full), the ECU will turn on the DPF warning light on the dash, and the car will need to be taken to a dealership to have the active regen completed in their workshops (this is not warranty and is chargeable). If you ignore the dash warning and continue to fill the DPF beyond 95% full, you risk permanently damaging the DPF and not even the dealers systems can recover it. In that rare event, the DPF would need to be replaced at well over a thousand pounds !
I've surmised some parts, but the above is basically how and what the DPF is for.