Check to see if the brake servo pipe which is black air hose is cracked which runs along the bulkhead (just under where the window wipers are)  This is a really common fault with MK4 golfs and can cause the car to run roughly - it can also affect your braking.  Either that or it could be your idle control valve is away (but i doubt it)
Good luck
                
 Paul T.
                
 September 2008