if its only just been done take it back, may save it blowing up too soon. When you say the car won't run with a dump valve there not supposed too. Get a recirculating valve on there before you break your new turbo.
also with that upgrade the bottom end won't last long so get that done and i'm supprised you didn't get a boost controller with all that as the ford one tends to give up around the 300bhp mark.
what psi is your turbo running?