A common cause of this is the oil cooler, which is the device onto which the oil filter is screwed. This device is a heat exchanger so that the water cools the (hotter) oil. It is not uncommon for there to be a failure within the oil cooler which allows the oil and water to mix. Another possibility is a failed head gasket, but the oil cooler is more likely. Any good VW garage or specialist will know about this. HTH
Lee, January 2010