Ok, this is the details of my wiring for a 2000 Golf. It should also work on Beetle and Jetta of the same era. 2002 up I believe that details are different so check.

I decided to keep my stock (non-monsoon) HU in place for now as I can't justify the expense of an external amp at the moment, and replacing it with another tape/radio or cd/radio seemed kinda pointless.

There are 2 options, build a separate harness between the car's loom and the Empeg harness, or bastardise the Empeg harness. I'll cover both. I did the second because I was having trouble finding one of the connectors, I was impatient to use my Empeg properly, I intend to keep my golf a while, and I studied electronics so I'm comfortable about working this stuff out and soldering.

In order to use the stock HU's CD input, you will need to buy a Blitzsafe 'VW Aux In' adapter. It's hard to find, but can be ordered direct from Blitzsafe for $108 including overnight shipping. (Wish it was cheaper, but it works). You will also need to visit RatShack and buy 2 male-male RCA connectors, as both the Empeg sled and the Blitzsafe adapter are female.
If you have a monsoon, you may want to use the Stock HU->Empeg->Monsoon Amp which avoids the need for this adapter, but I'd recommend searching for information from other Monsoon owners before doing this.

Option 1: Separate Loom - Recommended
Buy Metra or Scosche wiring harnesses. You need the one that plugs into the VW wiring loom that is fairly easy to find (Metra 70-1784, Scosche VW-01B) and the reverse harness that is a bitch to find that plugs into the stock HU. (Metra 71-1784, Scosche VW-01R.) Ok, in checking the Metra Number, I've just found a source for it http://www.audioonlineoutlet.com/harness.html
I suggest keeping to either Metra or Scosche and not mixing them as they should have consistent wire colors this way.
Monsoon owners should probably find out why Scoshe do a Monsoon version of the wiring harness and what the differences are before trusting these part numbers.

Now match the wires on the Empeg supplied connector to the wires on these connectors according to the wiring chart that should be provided, and solder the connections accordingly, (remembering to slip heatshrink over one of the wires before soldering).
Do NOT connect the Empeg's blue wire (Remote Amp turn on) to the loom. Do connect this Remote Amp turn on wire between the 2 Scoshe/Metra connectors, but do not attach the Empeg's wire. VW do not use Remote Amp turn on, but reassigned that wire for ECM<->stock HU communications.
Note that the main VW loom does not have a telephone mute connection, so you may as well just tape the Empegs green wire out of the way too.
When soldering the ground wire, you also need to connect the Blitzsafe adapters ground wire. What you should end up with is a 4-way loom that is 'straight-through' between the 2 Scosche/Metra connectors, with 4 wires (yellow, orange, black and white) of the Empeg connector joined to the appropiate wires, and the Blitzsafe ground wire connected to ground. Wrap each 'leg' of your new harness with electrical tape to make install easier and neater.

You probably also want to *carefully* trim back the heatshrink on the Blitzsafe adapter at the HU end so that it will flex at this point.

I'm going to put Option 2 in a reply to this post later as my toddler has just woken up and is moaning at me!