Its a NOx filter. It is indeed derived from pig urine. Not all but most diesels nowadays have it, depends if they can meet the standard without it. When it was first being developed it was talked about being so prevalent that it would be at the diesel pump right next to the diesel...

Funny side note, the diesels like the Mercedes that are called a version of "Blu" like "Blutech" is because "Blu" is German for the Urea I beleive.