As with most turbocharged cars, there are two ways to increase boost, electronically and manually. A manual boost controller is much less expensive, but generally doesn't allow for accurate, on-the-fly boost adjustment. There are two types: bleeder and ball-and-spring. The bleeder type utilizes a needle valve, and restricts the flow of pressurized air to the wastegate. This slows the reaction time of the wastegate, thus allowing for higher than normal boost levels. The disadvantage of this type is that while it allows for more boost, it doesn’t allow the turbo to spool up any faster.
A ball and spring type controller, such as the Hallman valve, uses a preset spring to completely cut the feed to the wastegate until the desired boost level is reached. This allows for very quick turbo spool up, as well as higher boost levels. The only disadvantage of this type is that boost spikes may occur because of the rapid spool speed. Generally manual boost controllers are installed between the turbo compressor bung and the wastegate. While it is possible to run vacuum tubing into the cabin to allow the driver to adjust boost while driving, most leave the controller in the engine bay and set and forget it. Manual boost controllers are nice in that they can be easily and cheaply created with parts found at most hardware stores for less than $20. Do not pay more than $60 in parts for either type if you are buying from a dealer or speed shop (you are getting ripped off).
The second type of boost controller is an electronic boost controller. Many companies produce these, and most can be found no cheaper than $300, and on up to $1000. Electronic boost controllers come with many different features, but most can be set for an exact boost level.