Says check charging system

It could be the lamp control module !
Headlamps
Battery positive voltage (B+) is applied at all times to the lamp control module (LCM) through the underhood fuse block HDLP fuse.
When you place the headlamp switch in the HEAD position, the headlamps input to the LCM is grounded. The LCM then applies battery positive voltage (B+) through the underhood fuse block HDLOBML fuse and HDLOBMR fuse, which feed the left low beam headlamp and the right low beam headlamp respectively. When you activate the headlamp dimmer switch by pulling on the multifunction lever until the switch clicks, the high beam input circuit to the LCM in grounded . The LCM then removes battery positive voltage (B+) from the low beam headlamps and supplies battery positive voltage (B+) through the underhood fuse block HDHIBML fuse and HDHIBMR fuse, which feed the left high beam headlamp and the right high beam headlamp respectively.
Check this fuse in the left under hood fuse box first. HDLOBMR Fuse 18 10 Amp. RH Low Beam Headlamp . If the fuse is good check for B+ voltage with the low beams on . Use a test light or volt meter . If you look on top of fuse there are two metal tabs ,check there for B+ voltage , If no B+ voltage the LCM - lamp control module isn't supplying any .
Lamp Control Module (LCM)
Under the left side of the IP, to the right of the steering column
Turn Signal Flasher
Under the left side of the IP, to the right of the steering column
Lighting Systems Component Views in Lighting Systems
Lighting Systems Connector End Views in Lighting Systems
Turn Signal/Hazard Switch
In the left front of the passenger compartment, in the steering column

#1: Panel Illumination
#2: Guages,Right High beam headlight and the high beam indicator
#3: Rear Wiper, Left headlight High Beam
#4: RH park, backup lights switch and relay,Speed porpotional steering module,power door lock switch illumination and daytime running lights(Canada)
#5: Power Door locks,Power Mirrors,vanity,dome,map,ignition and trunk lights,sunroof,radio,power antenna,body control module and power for the data link connector
#6:Heated mirrors,heated rear window indicator
#7: Instrument cluster illumination,park and tail lights
#8: Cigarette lighter,Radio Amp and horns
#9: Power door lock motors
#10: Not used
#11: Radio
#12:Left low beam head light
#13,14,15,16 not used

Check the On/Off switch on the dash, steering column, and the steering arm/lever is connected properly and that the lighting cable's are cable connectors are connected and not corroded.
1, To check the Earth: Connect a cable from the earth of the bulb to the chassis/body/ metal part of the car.
2, Using a Test lamp: Disconnect the cable that connects the power to the head light bulb, Connect one end of the test lamp to any one of the connectors at the end of the cable that plug's into the bulb. With the low beam on, only one of these wire's will the light switch turned on will light up the test lamp bulb. If none of the cable's light the test lamp bulb. the problem is in the High beam relay, and possibly the Low beam relay as well.
One Head lamp relay: If one cable show a light in the test lamp, check the earth cable on that lamp.
Two Head lamp relay: If two cable's show a light in the test lamp, check the earth cable on that lamp.
Some of the car's electrical systems use the Steering column as an earth point. Check the switch.
In many cases are what is called Earth return (this means that the positive power (+) is supplied by one wire, and the negative earth (-) is connected via another wire) this is to reduce the problems of the rust effecting the power flow.
Get the wiring loom layout in the Cars book
Sorry I can't be of more help

There is a headlight relay in the engine compartment fuse box, but its after the headlight switch and before the dimmer switch, so it powers both high and low beam circuits.
I would check the dimmer switch.

Check the low beam relay, it may have no power to it. If not check the light switch for power at all terminals as you operate it. If the power is Ok then the relay or the bulbs may be faulty.
How old is the battery it may not hold a charge anymore. get it tested with a load test. Make sure the alternator is charging. The battery voltage should read about 14 volts when charging and just over 12 volts when not. Turn on all the lights and see what the voltage is then, should be still 12 volts.

IF THERE IS NO POWER AT EITHER LOW BEAM LIGHT SOCKET & YOU ARE SURE ABOUT THE FUSES, SWAP THE WORKING HIGH BEAM BULBS WITH THE LOW. IF THAT DOESN'T DO IT YOU NEED TO REPAIR OR REPLACE THE BEAM SELECT SWITCH, { DIMMER SWITCH } KNOWN AS THE COMBINATION SWITCH, UNDER THE STEERING WHEEL. CAN USUALLY BE DONE WITHOUT PULLING THE STEERING WHEEL. TEST BEFORE BUYING, MAY BE COSTLY. GOOD LUCK , DR.VOLT

is located under the dashboard on the driver's side. The fuse label is attached under the steering column. If something electrical in your vehicle stops working, check for a blown fuse first. Below table outlines detail fuse number, its ampere and circuits protected.
No.
Amps
Circuits Protected
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38
7.5 15 10 7.5 (15) (20) _ 10 7.5 7.5 10 10 10 7.5 7.5 10 10 20 15 7.5 20 _ _ (20) 20 20 (20) 15 15 20 (15) 20 20 7.5 7.5 10 7.5 30
Power Window Relay Fuel Pump ACG ABS/VSA Heated Seats* Front Fog Lights* Not used Rear Wiper ODS (Occupant Detection System) Meter SRS Right Headlight High Beam Left Headlight High Beam Small Light (Interior) Small Light (Exterior) Right Headlight Low Beam Left Headlight Low Beam Main Headlight High Beam Small Lights MAIN TPMS Headlight Low Beam Not used Not used Moonroof* Door Lock Front Left Power Window HAC Option Rear Accessory Socket Accessory Front Right Power Window Accessory Power Socket on the Center Table* Rear Right Power Window Rear Left power window ACC Radio ACC Key lock HAC Daytime Running Lights Front Wiper

Either both bulbs are bad(I've seen it before) or your
dimmer/headlight switch is bad. If you can without pulling the bulb, pull plug from the light. If it's a 4 lamp system pull the low beam. Do this on the left side as the right feeds from the left. With a 12v test light, check for power. (with lo beam on) if you have
power, change the lamp, if you don't it's most likly
the dimmer switch at the steering collum.
Hope this helps Good luck

check belt may be worn or loose -check power steering fluid level if low will cause binding and can cause belt to slip if alternator going bad can cause same or idler[tension] pulley going can cause slippage but most likely belt is worn and needs replacement

None of the above solutions are correct. Here is the correct solution:

The problem is in the high beam switch assembly which also houses your turn signals and possibly cruise control. There are some electrical contacts in the assembly which dis-connect the low beams when you put the high beams on. Constant use of the high beam switch will create arcing on the low beam switch which makes the contacts not conduct electricity anymore.

The repair is to either replace the assembly, $300 at dealer, $100 or less do it yourself, or take the assembly apart and clean it for free. (2 hours or less)

Instructions on taking your steering wheel off here: http://forums.tdiclub.com/showthread.php?t=151557

Instructions for fixing the switch here: http://forums.tdiclub.com/showthread.php?t=167831&page=4

P.S. If you own a VW, especially around model years 1999 to 2004, there is a rare but devastating problem with engine coolant being literally pumped through all electrical parts of your car.... destroying it. Repair cost = $8,000. It is called coolant migration. Check your VW right now (takes two seconds, literally), and do a two-minute procedure to fix your car to prevent the problem here: http://www.myturbodiesel.com/1000q/multi/coolant_migration.htm