Hi, the fuse for the air con is with all the other fuses on the side of the dash (drivers side). Open the drivers door, you'll see a removable plastic cover. I can't remember what number the fuse is, it's not labelled air con, it just has an exclamtion mark on it i think. I'll have a look tonight and post back tomorrow.
The same thing happened to me last year, in my case the wiring to the compressor had corroded away so the compressor wasn't getting any power. Might be worth you checking that. Follow the two wires back from the compressor to the multiplug and check they haven't broke. I've also read that the compressors can fail on MK4s - you should hear a definate click from the engine compartment when you switch the air con on. If not and it's not the fuse/wiring/lack of gas then it's probably the compressor.
P.S. Mines got Climatronic, so all the above applies to that, i presume it's the same if you just have normal air con.