Ok, so yet another question while I learn my engine bay...
After the drive home, I thought i'd have a look under the bonnet while the engine was still running to check all the pipework. 2 things happened. One, I realised I didn't know what pipes to actually check (was looking for boost leaks), two, the box i'm pointing at in the below picture was making a very distinctive, and almost rapid 'clicking' noise.
So, a few questions I guess... What is this box, what does it do, is the clicking a bad thing, if so how do I fix it?
Also, I guess I should ask, which ones are the boost hoses, and what's the best way to check them!

