upgrade the head unit would be easier, you can put a sub and amp in with standard headunit but wownt get anywere near as good as if you upgrade.
think there is an adaptor you can buy which gives you an sub output from your head unit then its pretty streight forward power to the amp, and earth the amp, rca cables from headunit to amp and then wire in the sub to the amp outputs. however im not sure if its the mk4 or the mk5 you could get the adaptor for, the other option is to use an amp to power front and back speakers then a seperate amp to power sub using the speaker outputs, but as said ide just upgrade cause the standard head unit isnt that good, can pick up a reasonable head unit for less than £100 now and that should have a sub output so then its just plug and play no faffing around with adaptors ect.