Upgrade ECU?

Ive got a 03 gti that a bought to play with and ive donw a few things to it and now i have a problem: Ive got a AEM cold air, HKS bov, autometer boost and air/fuel guages, turbosmarts boost controller, greddy front mount intercooler 2.5 inch piping....ok heres the problem, when i use the boost controller it will work for like 3 min and then it auto turns the boost back down! Now i know that i have an electronic wastegate-is that and my ecu controllin my boost eventhough i have a manual controller? And then would that mean i need to buy a chipped ecu?