First, you will have to remove the black cover(with the TDI stamped on it), then follow the cable that loops below the oil filter. One end of the lead plugs in to a block just right and above, of the filter. The end that goes into the engine, can just be seen through the small gap by the filter. You can just make out the end of the sensor and one 5mm(?) allen bolt that holds it in place.
WF, September 2008