You will need (to suit the 300 tdi):
Exhaust (Don't bother using any of the n/a system... it's too small)
Radiator (it has the oil cooler and intercooler all built into it)
Hoses (Intercooler, oil cooler, etc)
To make a small mod to the bellhousing of the box. (There was a slight difference in stud spacing between the engines - nothing major)
Clutch Assembly
Expansion Tank
Depending on the age of the vehicle, you may also need to make some electrical mods to the vehicle to provide a couple of permanent / switched feeds to the engine bay.
The above is assuming the engine is complete with alternator / starter / loom, etc.. if not, the list is longer.
That may not be an exhaustive list, but it's a start :)