The picture posted is a turbo, headers and exhaust. On the up-pipe/headers side of the turbo, there is an extra flex pipe with a black box attached to it. The pipe pulls air in from the hot side of the intercooler and then pulsates it through the black box (the rocket) and then finally through the turbo, keeping the turbo spinning. This would prove to be a more effective way at canceling out the lag and not going with the bang-bang ALS that a lot of cars use.
picture of the turbo side of the ALS system.
The rocket is a device is fitted to the header just in front of the turbo and works as a sophisticated anti-lag system. Air and fuel are fed into a combustion chamber and ignited by a spark on over-run, it can be used in three stages (depending on how long you want the engine to last) and is the cause of the loud banging noise that can be heard as these cars pass by and the flames coming out of the tail pipe. This system is used in conjunction with the boost pack which stores excess pressure in it's own reservoir to be fed back into the engine inlet side of the inter cooler when the throttle is depressed after shut off. All this is coupled to the flat change gear shift and launch control system which is of course controlled the the ECU.
Just to give you some idea of prices:
The rocket system was removed from customer cars by Prodrive, and only cars still under contract (S11 onwards) left the factory with this spec.
few pics circled is the rocket system/charge canister
Basically the fresh, compressed air is taken from right after the compressor outlet and sent to the valve shown in the first photo. It enters the manifold collector right before the turbine. The air mixes with unburnt fuel. Then it creates a high velocity of exhaust (the only thing that could create that level of velocity at such low engine load would be a gas turbine). Prodrive weren't the first to do this (just make it extremely simple).
If you wait until the first S12 that appears in the video below, you can hear the engine idle change. They leave the start line at 1800 rpm and 3.5 BAR absoloute boost pressure which is 51.45 PSI of boost. The ford/skoda and Grp N cars leave at 5-6000rpm.