Problem solved!! Well, diagnosed anyway!
Took the car to the dealers and they explained to me that the wheels were probably not getting the full electrical charge from the battery at low speeds to operate the power steering effectively. They contacted VW who eventually got back and said the power level which they were quoted from my car was fine. The issue is and quoted by VW themselves, "you cannot move the steering anymore than 300 degrees in under a second" or you will experience the effect you are reporting!
Well, the dealer and myself think this is mad and he contacted them back and is awaiting another answer.
VW cannot tell me that with all the advances in technology, etc etc, that they cant make the power steering work smoothly if you move it too fast!! Every other car i have driven works smoothly regardless of the speed you turn it, even in cheap cars!
Come on VW, sort it out!
Then there was the noisy brakes - Well, VW tell me there is a new part which replaces the dodgy part in the brakes which is causing this noise! (Its not dodgy as in unsafe, just that it contributed towards the noise that many of us experience.)
Anyway, they replaced the part and i can say that all seems well so far! VW also told me that the part was in short supply as all Golfs were getting this replacement part, so if you have the same problem, get along to the dealers!