Finding a diesel cluster that matches your Immobilizer shouldn't be that hard. If you have a 2003 car, then you have an IMMO3 car, which means you can use the 2004 clusters in this style because they are also IMMO3. That would remove any cost for deleting the Immobilizer.
Since this thread was originally created, you can now get the SKC using a free tool:
2022-09-20 When I started this thread, I didn't realize that it would grow so large. While reading through the 1000+ posts might be interesting, it's not going to get you your SKC or mod your CCM very quickly. To save you some time, I'll include some basic info here before the historical stuff...
forums.tdiclub.com
And, if you pay $15-30 for the appropriate cable, you can use the free VCDS Lite to do the pairing.
I don't know if this next statement is true, but if your current cluster and the replacement cluster are from the same manufacturer, I think you might even be able to clone your EEPROM from one to the other, and then you wouldn't even need to pair anything. Someone else here can probably verify if this is true. I know this can be done like-for-like clusters.