There is no cold idle adjust on the turbo models. I wish there was. As lietuviai said, there's a bolt on the engine side of the IP. It's a long bolt meant to be adjusted by a screw driver, but be sure to loosen the locknut first. I suggest adjusting it while warm and set the idle to about 800 rpm. There's another bolt on the back of the IP at the bottom, known as the governor idle pin or rack damper pin. This one also needs to be adjusted when warm and it should be turned out until the engine starts shaking and then back in just enough to stop the shaking.

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2004 VW Jetta TDI (manual)

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