Hi,
Is the car quattro ? It just cost me over £800 to have the Haldex Control Unit replaced because this light was on, Esp is the Traction Control, and can be switched off, I doubt it is a boost leak, that would mean the 'engine fault' light would come on.
e46 bmw were the same you had to press and hold the esp for it to be competely off iirctotally agree with the above comments on the possibility, but as usual and you have heard this countless times before - get it vagcom checked.
With regards to the ESP comment. I have heard a story about the early Audi TT's (and therefore early S3s-210bhp) where drivers would switch their ESP completely off and Audi decided to change it for safety concerns on the later 225 engines so that by switching the esp off you are in fact reverting to some other alternative default esp mapping - so it sounds like it's not completley off .
Unless someone with more knowledge cares to comment.
e46 bmw were the same you had to press and hold the esp for it to be competely off iirc