Not sure what model (ie GL/CL/Driver/GTI etc) your Golf is but this link may help you:
(copy and paste it into your browser)
http://vdubs.proboards15.com/index.cgi?board=watercooledtech&action=display&num=1103012282
VW had a recall on a heater bypass valve. If this is still in your Golf then you need to remove it and re-connect the two rubber pipes back together with a copper pipe. The overflow pipe can be blocked off with a bolt. See the url link for the step by step process. Hope it helps you.
Regards
Vdubs
http://Vdubs.proboards15.com, December 2004