possbile boost leak.

is all your piping installed right?

air/fuel off?

if you dont know how to put it together, thats a big problem. are you sure you have the exhaust manifold matching up to the turbo with all the gaskets in place?

do you even have a turbo manifold?

what 3 pieces did you get?

put up some pics and i can help you alot more.

(i better get some damn reps for this)