I had problems engaging 1st and 2nd gear and eventually they went all together. It is a common ish problem with the MK4 boxes. It's the selector fork for 1st and 2nd that goes meaning you can no longer select them gears. Do a google search on MK4 golf gear selector problem. Mine ended up costing me £800 as driving home in 3rd, from where the gears went, meant the clutch was fooked as well. I suggest doing a little research and see if what other people have experienced is what happened with yours then maybe get a gearbox specialist to have a look at it. They have to remove the box to do the clutch so it'll probably be worth doing that as well if it comes to it.
i had problems getting first from cold,and a notchy feel in both 1st and 2nd,for about a year-3 different garage's told me there was nothing wrong with it,just kept lubing up the linkage.eventualy,i had the gear box oil checked,and hey presto,it had a hint of cooper/bronze in the oil,which meant there was damage in the box.i was lucky,and found a low (lower than mime!) milage box for £110 and it's like new.hope ya get it sorted,must be murder not being able to use your newly mapped motor?!!
I heard something a while ago about just ajusting the gear linkage? Someone correct me if i'm wrong.http://www.youtube.com/watch?v=tp9ggefOjAE
check the how to section scarr, theres a thread on changing the gear box oil i'm sure