i've seen other td's with dump valves on, they are ok to begin with but are generally useless and the noise gets annoying after a while, easily doable though. my a4 20v turbo has a cone filter which lets the factory dv be heard very clearly so a lot of audi lads have gone back to a panel filter for this reason.
On some engines an engine management light will also result, and a slight overfuelling on lift-off due to metered air escaping from the dv.