The 03 engine doesn't have provisions for your engine mounted fan shroud.The 06 rad doesn't have mounting tabs for the 03 shroud. Your exhaust won't mount to the 03 turbo so you would have to use the 06 turbo. The 03 injector wiring harness is totally different, 3 plugs compared to 1 on the 06. On the 06 the injector wiring harness is built into the valve cover gasket. The 03 injectors "fire" differently than the 06. The piston "bowl" is different so that will affect injector spray angles if you use 06 injectors. Valve cover breather system is different.
These don't make it impossible just things you need to be aware of. When I bought my 03 it had a dead engine and I looked into dropping in an 05 engine because it was available. I rebuilt the 03 instead, less hassles. David