Did mine today on a 2000 Jetta VR6 @ 50,000mi. Bought the car last month, so I figured I'd start with some general maintenance.
Edit: in case this wasn't already clear, this DIY works with all MKIV golfs and jettas
Really, it's as easy as everyone says. It took me about a half hour, because I was running back and forth between the car and the computer I took some photos because it's not completely clear what everything looks like, and I know some people have problems getting those lines off the original filter.
new fuel filter (1J0201511A)
container for spillage.
1) The fuel filter is located right in front of the passenger side rear wheel.
2) I removed the fuse #28, turned on the car, and let the car stall. Then I removed the gas cap to relieve pressure in the fuel lines.
3) Fuel filter is held in place by a bracket. Mine was rusted shut so I sprayed it with some WD40 and waited for a while. The screwdriver started stripping, so I went with the wrench/7mm socket.
4) after removing the bracket, the filter can hang a bit lower for you to get at the clips. You press a small button at the very edge of the clip - the filter should come right off at that point. There's a black strap that's attached to the filter that will come off with it. Remove it and put it on your new filter.
Reference this DIY for a simple method for removing the clips without breaking them.
Edit:^^^ the link above has better photos of the clips!
5) Reverse the steps (make sure the flow is going the right way. arrow should point to the front of the car, and you're set! replace the gas cap and start her up! Took a try or two before the engine would start w/o stalling.
6) check for leaks
Disclaimer: Use this guide at your own risk, I am not responsible for any injuries/deaths or damages to your car! Take it slow and be careful!
Hope this helped.
Modified by alchu at 8:12 AM 3-26-2008