Dave Thorpe wrote:
Mine did the exact same thing yesterday — in Phoenix no less! Just like you, it started up fine after I turned it off. My CEL light never came on! I took it dealer, in Avondale, and mentioned that they might check the EGR valve. Today they told me they are replacing the valve. Have to wait two more days for the part to arrive.
The poster who mentioned the intercooler hose coming disconnected describes exactly what this feels like. That happened on my Ford Powerstroke, and the symptoms were identical to what this felt like. Only problem is when a hose blows off, it doesn't reconnect when you restart the engine!

Did your dealer happen to mention if it threw a code?
It was sure a shock when it happened, especially so far from home and in CA, most dealers have never seen a CRD. I called one in San Diego and he was worried I would bring it in because they had no one CRD trained. So far, it's performing flawlessly but I did do a report to NHSTA cause I was bloodly close to being rear-ended.
http://www-odi.nhtsa.dot.gov/?CFID=1676 ... N=51804411
I would like to suggest you do the same and get these on record.