As Len said the Fusebox is by the right knee, there is a plastic panel with 2 green buttons on them, press them and the plastic panel will come off, revealing the fusebox. At the top it will have all the relays (Squares with a number on them). ECU relay is number 30, located at position number 3rd from top left

It simply pulls out. It's about £15 from VW (don't buy cheap copies, go to VW, it's cheap enough from there).
Try cleaning the throttle body first though, as it's free (just the cost of carb cleaner).
It could also be a dirty ISV, which would mean taking it out and giving it a nice clean with carb cleaner and then lubing it up with WD40, again just the cost of carb cleaner/WD40.
