yeah there was something involving a smoke machine and a tennis ball or something? have a search around
Does the smoke machine pressurise the system.
I recall seeing this one for an A4
http://www.a4mods.com/index.php?page=webcontent/pages/boostleak.html
Err, i can think of an easier way to find boost leaks...
Have a mate sit the car at mid revs/on boost, and squirt a mixture of washing up liquid and water on all the suspect hoses/joints. All you have to do is look for bubbles.
Cheap, quick, easy, and you can always give everything a good clean while your at it!