2001 Jetta GLX VR6 help!!

We just bought a 2001 Jetta GLX from a non-VW dealership and it has been only 3 days and now it seems to idle kind of rough, the check engine light stays on, the EPC light comes on and off, the ASR light comes on and then sometimes goes off, then comes back on. I have read that this car has a recall on the ignition coil. Could this be the cause of these issue? I also notice that when the car is turned off there is a noise coming from a part on the engine. I have posted pictures of it. It is the part that the black plug is connected to. It looks like some kind of cylinder with hoses coming out from the bottom of it too. It sounds like something is turning or something. Thanks in advance for any advice and help.

http://i5.photobucket.com/albums/y192/peja43916/th_vw2.jpg (http://i5.photobucket.com/albums/y192/peja43916/vw2.jpg)
http://i5.photobucket.com/albums/y192/peja43916/th_vw1.jpg (http://i5.photobucket.com/albums/y192/peja43916/vw1.jpg)

Wow, this is supposed to be the world's largest automotive forum and no response to my question? Well anyways thanks to the folks over at Bentley Publisher's Technial Board I have fixed my problem.