I've got a VXR turbo fitted to a Z20LET. It hasn't got the cooling modification.
Ocassionally the rubber hose has gradually forced its way off the metal pipe attached to the bracket on the right hand side of the turbo (as you are looking down into the engine bay.)
Image - http://yfrog.com/85img0151aj
I've put it back on numerous times, but this time opted for stronger hose clamp. The problem is now the rubber pipe is ballooning where it attaches to the metal pipe and I can't see any sign of water entering the header tank from that hose.
That leads me to think there's a blockage in my water works somewhere! I'm assuming that pipe is supposed to return water from the turbo to the header tank as it connects too high up the header tank to be a feed.