http://www.youtube.com/watch?v=wyK_Izd3aUI

what does it suppose to do?

looks just like an auxiliary plug,if every things working o.k don't worry about it, more than likely its just what vw have put there for if you choose the optional extra's when you buy the car new, just fit the extra part and plug it in a lot of companies do it.

oh, like heated seats lets say?

It doesn't let me see the video but if it is behnd the fuse box and has 4 cnnectors and it is coloured then it is most likely for headlight levelling.

Hth

thanks a lot