Sounds like you have a glow plug or two that are not doing thier job. Test them with an ohm meter, open = no good, 1 or 2 ohm = good. Replace the bad ones with Motorcraft/Beru only. These are available at Advanced Auto Parts or Ford. Accept no substitutes! When they are all working your light should stay on for about 5 - 7 seconds when cold.
Dave
Dave