If your engine is turbocharged and utilizes the typical vacuum/boost signal from the manifold or compressor housing, it is very likely that your wastegate is openning before the full boost it is set for is reached. The sooner the desired boost is reached over a specified time without choking the engine in the process, the more power produced over that period. In this link to Autospeed a test was performed where in the time to reach 7 psi on a stock setup was achieved 750 rpm sooner without proper controls and 500 rpm sooner with the proper safety measure installed. The best part about it is the cost for the simple modification was probably less than $10.
http://autospeed.com/cms/A_1053/article.html