i have just fitted one of these to my car! and it sounds.......................exactly the same.
if i were you get yourself to vw and order a new exhaust sleeve that goes between the middle pipe and back box, i need to on mine as its not clamping down hard enough on the new pipe and working its way back out, and you'll need a u clamp to mate the front of the pipe to the cat as it does away with the sleeve and becomes a push fit. dont forget the coach bolts too, there only m10 fitment, get them anywhere.
i replaced mine cos the centre bracket had snapped and i just wanted a clean fix, its not gonna make any real difference to the cars power tbh