I'm not sure what you've checked/done besides the fuel filter, so let's start with the simple stuff.
The first thing I'd check is the block heater cord. Use a meter and make sure there's continuity. Wiggle the cord while checking in case it's kind of half-broken. Expecting a diesel to start in a Canadian winter without being plugged in is stretching it. I'm not sure what your weather has been like out there, but it's full winter here already.
Have you got winter fuel? I know a few guys who have had problems because of this. Once the engine warms up, it heats the fuel enough that everything works, but fuels without winter additives (especially bio-fuels) get a little thick.
Are your glow plugs working? We chased a problem in an old Chevy diesel for a week once and it turned out the switch for the glow plugs was bad. People laughed at us.:ashamed:
Is your battery okay? If it's low or has a bad cell it might not be be spinning the motor quickly enough.