Welcome to M-B's and welcome to the forum.
Even turbo diesels will seem slow when compared to gasoline engine cars.
Have a look at the Diesel Discussion forum here, lots of information.
Basically, we will want to know your 0-60 time, with a stop watch or someone helping with a sweep second.
Here is a thread with 0-60 times, see where you fall.
http://www.peachparts.com/shopforum/showthread.php?t=108626
If your turbo is spooling up, you should feel an increase in torque at about 1500-2000 rpm.
Let us know what you've got.
Best Regards,
Jim