Jo, wait a minute I want that cake !
So before you run off and buy a new fuel relay check the old one. OK mine's a J reg but I've had this problem on mine and I replaced it last year but the other week it went again, so pull the relay out of the fuse box and check the connections, if you have some build up of black stuff on there then sand paper it off and clean them up, plug it back in and see if that works. If this is the case then you need someone to look at the fuse box as it might need lowering slightly (again if it's like a mk1 and under the passenger kickbar) because cleaning or replacing the relay will only solve the problem until the dirt builds up on the connections again and you will have the same problem. The reason the dirt builds up is because there is a slight gap between the connection in the fuse box to the relay connection. Hope some of this makes sense.
I had to wait 5 - 10 minutes for mine to start after this happened to me and the AA guy said that if you turn the ignition on and you can hear the fuel pump whurr then it should start, if not then don't attempt to start it as you will have to wait another 5 - 15 mins.
By the way, VW were going to charge me ?38 for a fuel relay switch