Had this happen on my '01 Passat the other week. Turned out to be a clogged heater core. You can check for outflow from the heater core. Remove the panel covering the battery below the windsheild. There are two hoses that pass through the firewall. Slide back the black plastic cover to reveal the two hoses (about 1 inch diameter). With the engine running (for safety engine should be cool) squeeze the hose clamps with pliers. Hose on right-coolant flows into heater core. Hose on left-coolant flows out of heater core. If core is clogged no coolant will flow out of heater core. This is a crude way to check but should work. Please note that you will be messing with a system that could contain pressurized hot coolant and could be quite messy or burn you. Have towels ready to clean up and prevent spray.