Throttle linkage is the first thing that came to my mind. Make sure it moves freely without sticking throughout the whole range and is properly connected. I've read that on these cars (assuming you're talking about one of your 240D's) these things happen if you mess with the vacuum shut-off valve, but simply disconnecting it shouldn't cause a run-away condition.

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2004 VW Jetta TDI (manual)

Past MB's: '96 E300D, '83 240D, '82 300D, '87 300D, '87 420SEL