right, ill do my best to explain.
you can get a dump valve for a diesel. although there really isnt any benefit apart for the noise.
petrol cars use a dump valve to 'dump' excess boost when the throttle is closed. if a dump valve/re-circ valve is not used then the boost will build up behind the throttle plate, causing the turbo to stall. this over time will cause turbo failure as the turbo shaft usually breaks in two or the bearings fail.
as diesels dont use a throttle plate, there is nothing for the boost to build up against. it just vents through the cylinder cycle. so they dont need to use a dump valve, re- circ valve.
you can get a dump valve for a diesel but it is electronically operated. the dump valve it fitted after the intercooler. the vacuum hose off the dumpvalve (the thing that makes it open) goes to a electronic vacuum unit. this is operated by a throttle sensor. a vacuum is created when the throttle is depressed, making the dumpvalve open. the air comes out of the dumpvalve as it is an easier escape route than going through the engine. (high/low pressure theory)
hope this helps paint the picture a little. if not ill try to answer any more questions the best i can.
if you are after a dumpvalve speak to
http://www.thedervdoctor.co.uk/
if im wrong someone put me right.