The DV is not affected at all as it is all after the filter. I am assuming you have a 1.8T engine.
TBH unless you have a heat shield for blocking out the heated air from around the turbo i wouldnt bother, you will loose power. As it will just sit sucking in hot air. I used to just run and induction cone with the standard heat shield put back in. When running aroung town for a bit i check how hot the filter was and it was hot which is the opposite of what you want.
I would personally not bother getting a cone filter, a few of the other boys and myself have gone for Simota Carbon Charger kits from DP motorsport but there is a bit of modification to the pipe work that needs to be done to get it to fit correctly. Or you could go for a BMC carbon filter or some other enclosed filter kit like a Pipercross Viper kit, but none of these come with all the pipe work you would need. The BMC is just the filter itself then you would need to get custom pipework & samco hoses to fit it. Much the same for the Viper Kit that only comes with some duct hose (i think, it may not even come with that).
TBH if one of the boys running the Simota kit lives close enough to you I am sure they would give you a hand to sort it if you werent sure.