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Changing the Golf (and probably Jetta as well) head lights is interesting. The halogen bulbs are behind two covers, and the bulb is held in place by a spring bail (instead of a bayonet twist retaining ring). The outer cover has a screw, and the bulb/assembly cover also has a spring bail.

Start by removing the outer plastic cover. Locate the light bulb icon. This is under the hood (of course), above the head light.

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