Well, I will say that I had my empeg in my 88 GTI (same dashboard as the 88 Jetta, heck pretty much the same platform overall) for a long time and it was fine.

I did lose a hard drive, but I don't think the car mount caused it, I think it's because I set the player on top of my home stereo amplifier inside a closed stereo cabinet. It got really hot there, much hotter than it ever did in the dash.

I remember CDs coming out of my CD player quite hot, too, but I wouldn't worry too much about it. Install the player normally and see how it does for a while. Don't panic about installing cooling systems unless you absolutely have to.