You're asking a broad and vague question. There is a wealth of knowledge available from the people who have been running turbos for some time. Since the engine and transmission are essentailly the same as other Proteges, they have the same limitations. The MSP has the advantage of the LSD and heavier-duty clutch, but the weak link is still the transmission.
My guestimate/prediction: Raising boost but staying below the fuel cut will not have any short-term negative effects on the engine. In the long run, of course, there will be more wear.
