Every car these days is governed by an ECU (Engine Control Unit) computer. The ECU doesn't nessisarily tell your car to be slow, but more governs how the engine runs in certian conditions. If you are driving at a steady 2500rpms in 5th gear with the gas pedal 1/4 of the way down, the ECU will control the turbo to not operate at full pressue, as well as run the car more lean, but if you are rapidly accelerating in 2nd, the car will run at full power. The ECU is mainly for fuel economy and the help the engine last longer.
Many modifications people do are reflashes of the ECU to tell it to run at full power all the time. This can be done through the OBP-II port. You could also control the A/F ratio as well as the rev limiter with items like the Cobb Accessport, and the Apexi Fuel Controller.
This is an example of a Cobb Accessport.
Specials
**New**
STi intercooler, new in box only $215.95. Great price for this usually expencive OEM part.