That's what I was thinking. It's about a $100 part in the black box in the rear passenger-side corner of the engine compartment. Do a search on this forum. I had the same stalling issues and some random error messages until I replaced it.

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2004 VW Jetta TDI (manual)

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