Do you have any figures? I just bought one of these..i'm waiting to get it installed now and i'm curious.
As for the original post, get used to it . You can try cleaning stuff, but have a look in the other fuel consumption threads, they're all similar. My R33 returns 14.5L/100km around town with the stock ecu at best. And don't be surprised about 2500-3000rpm, that's how they're geared. For fuel economy you should focus on keeping your boost gauge as low as possible, not so much engine speed. Not applying as much throttle in a lower gear in general will save fuel compared to using lots of throttle in a higher gear.
If you can't afford the fuel, buy a <2l economy car.