High beam headlights stuck on when car is off

SOURCE: Headlight Unit

The easiest way to go about this is to simply remove the headlight assembly. The first step is to remove the grill. Be very careful with the retaining clips as they are prone to breaking. Next, remove the three retaining screws, then remove the light assembly. you now have access to the bulb socket. Depress the release tab on the socket, and unplug from the bulb. Now simply rotate the bulb until in goes no further and remove the bulb. IMPORTANT!!!!!! Before you install the new bulb, clean it with alcohol!! DO NOT touch the bulb, as you will leave skin oil, creating a hot spot which will burn out the bulb. Reassembly is the reverse order.

SOURCE: 99 VW Passat. Low beam headlight not working.

you need to change the bulb an your local parts store will show you how

SOURCE: 2003 VW Golf won't start - battery was charged

You need to charge your battery up more. Either get a battery charger or leave the jumper cables hooked up for a longer period of time.
Your battery was probably completely dead. You might even need a new battery...they really don't like to be completely drained.

SOURCE: Driver side headlight bulbs burned out on 2003 VW Golf

There is a light cover in front of the battery... take this off and then look for the metal clamps holding the light housing in.  (I say clamps, but they're more like glorified paper clips on either side of the fixture.)  Press in on each side, pushing the clamps towards each other and pull the fixture out.

SOURCE: VW Golf MK3 1996 P

i would start by cleaning out the throttle body. they collect soot and not have to be a lot either for it to mess up the idle speed, i had trhis on mine soon as i dipped the clutch to slow down the rpm dropped to about 400 to stall, i cleaned throttle body out ( taking air intake off and wipe round inside and the butterfly will be enough) and now it idles and the rpm dont drop below 900