I had a similar problem on my mk4 1.9 TDi. I never knew if it was the cause of my troubles, but I did have a whole host of them after I had noticed it!! The car would go into 'limp' mode, and I had a whole host of problems with it overheating (despite replacing everything but the pipes on the cooling system). Got shot of it in the end, ended up spending a small fortune trying to sort it out and to no avail, repleced it with a Mk5 GTi
If you start getting other problems similar to this my advice would be to get rid asap mate
