Welcome to LOST
Have you read Sir Sam's noob guide yet?
You have to remove the boost hoses to inspect them.
Have you ever cleaned your MAP sensor?
We have a Garrett Research VNT turbo but I don't remember the model but it's a big brother of what VW uses on their TDI's. It is controled by a vacuum module so if there's any bad hoses on the passenger side near the firewall that might cause your problem. There's also a little clear plastic filter in that area that's supposed to be replaced every so often too but I don't recall it ever causing a problem.
Do you hear any air rushing from a split hose?
How long has it been since you changed your air filter?
The cat has been identified in a couple of instances. Remember our VM engine it of Italian hertiage so it needs a Italian tune up every day

If your not famliar with the term it's a good hard run on the interstate to clean the cat out. Here's a link to the tdi club where it's explained.
http://forums.tdiclub.com/showthread.php?t=229760