I have 2006 VW Jetta GLI and we were driving it said no or low oil pressure stop engine. So we stoped and checked the oil, oil was low so we put some. Then we got back in the car and it immediately gave me the same warning but this time with a loud sound it did not sound like a knocking sound. what could this be

SOURCE: 2003 VW Passat "Oil Press, Turn Off Engine" and "STOP" Light

I would check the oil pressure sensor and the oil pump itself. You can take the sensor out and use a mechanical gauge to check the oil pressure. If the oil pressure is within specs, you need a new sensor, if not, you need a new pump.

SOURCE: 2006 vw jetta tdi service engine light reset

With the key in the ignition (but not turned), press and hold the Odometer Reset Button on the right hand side of the panel. While still holding that button, turn the key (although not far enough to start the engine) and then press and hold the Minute button on the left side of the instrument pane(if pressing doesnt work try turning the knob clockwise until service light has gone off and skip the pressing)l. Release both buttons at the same time.

SOURCE: How do you reset a low tire pressure warning on a 2008 Jetta?

Reset the tire pressure warning, same as you would any service issue. Insert key in ignition, hold wrench button and min button, then start engine.

SOURCE: 2005 vw jetta gli turbo

The problem more than likely is the water pump. Like many VW's the water pump is plastic and it starts to fall apart after 50,000 miles. Coincidentally when you warranty ends.

SOURCE: Have a 2006 VW Jetta 2.5. Engine emission warning

you need to pull the codes and go from there