I don't have mega-bucks, but I want to know the recommeded manufactures for Intake, Exhausts, ECU and Intercoolers are.

Also what do I need to do in order to boost turbo pressure? Do I need a new ECU? What is a safe boost pressure ?

I'm sorry if I sound stupid, but I'm new to this sort of thing.

Unless you have mega bucks the intake is fine. There are plenums out there but they seem to start around the $600USD.
Exhaust you can get custom done for a lot less than a brand name such as trust or HKS. The same with intercoolers though they can be 1/2 to 1/4 the price of say an Apexi, HKS, or Trust.

The ecu well depends on where you live and who can tune it. There are a number of options with the cheapest in price being the Link to the most expensive being the Motec.

Safe boost pressure with factory gear would be 12psi MAX.