Had the same problem about 6 months ago with my drivers door so used the passenger door instead. Last night, that bugger packed-up so I went to my Haynes manual - very simple...
Open the door and at the edge, you'll notice a small round plastic plug in-line with the key on the outside. Pop this out and then you'll notice through the hole, a round brass plug with a torx head. Cant determine size but grab a suitable driver and unscrew this (anticlockwise) whilst keeping pressure (keep it fully open) on the external door handle.
Don't undo the screw fully as it holds a carrier bracket (this sites around the locking barrel) and if this falls inside the door, you'll need to take the door apart (which I had to do) which is a real pain.
Eventually, after some turning, you'll notice that the barrel mechanism is loose so pull from the outside until it comes clear - a single unit with nothing attached. Tighten the brass plug a but so that it holds onto the carrier.
The next thing you'll need to do is acquire a replacement unit but you don't need to worry about having seperate keys as you can utilise the core barrel of your current unit assuming its the crappy piece of gun-metal that's shredded itself lke both of min had. These are available on sites such as eBay or you could fork-out at a VW dealer. Have a look around though at Euro Car Parts to save yourself a fortune.
Reversal of the above is required to place the barrel unit back.
Hope this helps
Paul Collins, June 2009