Changing an oil pressure sender is as easy as changing a spark plug. But it is important to buy the correct part before starting this job. VW oil pressure senders come in three different body colors (black, brown, and dark green). The color matches the amount of oil pressure that activates the unit; so you need to find the sender on your car and note the color. Use the same color replacement unit as what originally came on your car. Here's a link to a photo of the sender; (http://www.rockauto.com/catalog/moreinf
To remove the sender; release the latch on the wiring harness electrical plug, and disconnect the electrical plug from the sender. The sender can then be unscrewed from the engine by turning it counter-clockwise with an appropriately sized deep socket, or possibly with a wrench. It is important to not put sideways pressure on the sender; as has a small diameter threaded end, which can break off if it is twisted or over tightened.
Be sure to clean the mounting surface of the engine with a rag to remove loose dirt. When installing the new sender, turn it clockwise until it bottoms, but do not tighten it beyond that point. Reconnect the harness plug; and you're done.