That's the anti-shudder valve, D in the image below (from http://www.mk5golfgti.co.uk/forum/index.php?topic=72241.0) it should be fixed open (and I would think quiet) when the car is running. This video Noise of a Anti Shudder Valve / Inlet Manifold Flap ready to blow is similar and suggests impending doom (or at least failure of the valve). If the valve fails open, you probably wouldn't notice anything by the quiet (barring a runaway), but if it failed closed then you wouldn't be able to start the engine (or at the very least power would be severely limited).

That's the anti-shudder valve (ASV), D, in the image below (from an article on how to delete the EGR/ASV – not a good idea on a diesel as the ASV provides some measure of protection against a runaway) it should be fixed open (and I would think quiet) when the car is running. This video "Noise of a Anti Shudder Valve / Inlet Manifold Flap ready to blow" is similar and suggests impending doom (or at least failure of the valve). If the valve fails open, you probably wouldn't notice anything by the quiet (barring a runaway), but if it failed closed then you wouldn't be able to start the engine (or at the very least power would be severely limited).