Peugeot 405 glx diesel saloon 1995

check your gear oil
if your having a hard time to switch in the gear then you will have to change the clutch

Check the air flow meter, or hot wire meter as its sometimes called. it looks like a piece of plastic (T shaped ) plumbing with a wire poking out. its located between the air intake and the filter. Its usually made by Bosch.
Nearly all modern cars have one and its linked to the fuel management system. it controls the amount of fuel the engine recieves by measuring how much air is being pulled in. if its faulty, cracked or just old then it will give a false reading and ruin the perfomance of the engine and also fuel economy. If you take your car to your dealership they usually have a spare and will swap it out to try it. It's very difficult to check this component on its own and the engine may still run not showing up on a diagnosis check.
Try it and be prepared to be amazed.
I had the same problem..............Alex