Further to my previous answer I checked the handbook for my 2008 Golf 2.0 TDI which states:
"If a fault develops in the engine management system while you are driving, the warning lamp will flash. The engine should be checked by a qualified workshop as soon as possible.
In addition, a message could appear on the instrument cluster panel to provide information or to request you to perform certain tasks."
It goes on to say that failure to observe the warning could result in damage to the vehicle.
ChicksFan, July 2009