Power loss on these is commonly (though not solely) caused by loose or split vacuum hose(s) or failing mass airflow meter (MAF).
Visually check hoses. Testing the maf will need diagnostics equipment or swap for a known good maf if you can get hold of one to try.
When was the car last serviced, is the exhaust flowing freely, air and fuel filters clear, brakes not binding etc?
Without knowing what equipment/ability you have I'd say if none of these are obviously wrong it's time for a trip to a diesel specialist as you are unlikely to be able to check things like fuel pressure, turbo boost etc.
Good luck
vaux, April 2012