GolfTTish (John) has done this on his Golf, but using specially bent stainless steel pipe, IIRC. You really do hear the whoooosh of the turbo and the pssshhhhhht of the DV with this set-up though.
So if those sounds, and people turning their heads at them from 300 yards down the road, is not your thing - then stay away from this mod. /ubbthreads/images/graemlins/smile.gif
You can get pre-made metal pipes from some tuning sites in the US - don't have any links with me, but do a search. I'm sure some will turn up.
I think its almost certain the cone filter is going to get wet and covered in debris, in such a position.
AL