I have the full version of the software (VAGCOM), and bought a dedicated cable for the ODB2 port on ebay for a tenner.
The freeware version of the software will give you a couple of errors, the full version allows you to reset the error codes on the dash as well as showing full details of the errors as well.
I used it recently after I had to change a coil pack on my mother in laws car. Reset the engine light and it told me which coil pack I needed to replace.
Will get a link from ebay for the cable.
Edit - eBay link of what I bought:
http://www.ebay.co.uk/itm/VAG-USB-DIAGN ... 4289wt_955
This is the (free) software:
http://www.ross-tech.com/vcds-lite/download/index.html
As said, I got the full version of this, but the free version will tell you the error codes though.
Check compatibility on the ebay link, don't know what MK Golf it is.