Yeah, sure, but remember, I'm working from memory here!
Ok, unlike conventional headlights that were weatherproofed with rubber boots, the Golf uses a solid plastic plate that covers the rear of the headlight assembly. This is held in place with a silver metal clip, running vertically. In its fixed position this sits approximately halfway across the width of the headlight.
To release the plastic plate, flick the silver metal retaining clip towards the centre of the car - this will swing clear of plastic plate and allow you to remove it out of the way.
Next its simply a case of freeing the bulb from the headlight unit. This is secured via what I call the 'bent paperclip' where a piece of metal sits in a lug at the bottom, and is secured via two lugs at the top. In order to free the bulb you need to squeeze to two ends of the clip at the top, and it will then pivot at the bottom of the bulb - be careful not too let it go too fast - i lost the first one in the depths of the engine compartment!
Bulb comes out! un-attach wiring plug.
Drop the new one in (being careful not too touch the glass, as grease from a finger print will cause a 'hotspot' on the bulb which will knacker it), line it up as the original, and reattach the retaining clip. connect the wiring to the back of the bulb (only goes on one way) and re-fit the plastic plate. Finish off by snapping the plate-retaining clip into place.
It sounds easy, and it is, what makes it difficult is the lack of space. Start on the drivers side first, so you can achieve something in a short space of time (and win a moral-bhoosting victory against the lack-of underbonnet-space demon!), as the passenger side (in front of battery) is harder! You may want to consider removing battery, which will make it considerably easier.
If you get really stuck, or don't fancy giving it a go, I work in Wembley. Drop in one day and I'll give you a hand to crack through it.