Happened on mine a while ago, VW will try to charge you £450 to fix it!! To do it yourself you'll need to get a new window regulator I suggest findapart.com or another breakers - shop around and you should be able to find one for around 50 quid inc p&p . When it arrives take the door panel apart and replace the old with new - if you get a haynes manual this will make the job twice as easy. Good luck!
Will, June 2006