What engine? Many of the pug petrols can have a sticky or gummed idle stepper motor. I managed to fix this problem on a 1.8 406 by removing the motor and cleaning it thouroughly with WD40. There is a good guide on how to do this over at 406oc.co.uk. In some cases the motor may need to be replaced.
'96 405 1.6 GLX with 306 GTI engine on Cat cams @ 195bhp