As mentioned above, you need to browse around, some prats can be bought, some need to be manufactured. Headers, can be bought on ebay, M50 ones are alot cheaper and can be used after cutting of the last two pipes and blanking it up. Next you need an turbo ofcourse an T3 or T3/T4 with internal wastegate is the best, depending on how much you want to drench it. Next on is some piping and intercooler, then you have to add an oil lube line for the turbo, and have an down pipe made for the turbo, thats the basic steps, as mentioned the stock engine can handle quite alot. So it would maybe be wiser to drive it at some lover boost and rebuilt it correctly and stronger after some time, when you get some more money together as all this isnt much cheeapo!