Water in fuel filter trap 1.9 CDti Vectra?

Hi, the spanner light on the dash illuminates when i switch the ignition on and extinguishes on start up, according to the handbook this means "water in the diesel fuel filter", how do you check for water residue? and would changing the the filter rectify the light issue.
The light has never come on whilst driving so its not an engine management problem, it was supposedly serviced recently by the dealer i bought it from but i do doubt it very much.