I'm not familiar with Mk3 set up, but from your description of what's there/what's happening it sounds to me like the tweeters have filters in them (which is a little odd, because these sorts of filters/xovers are usually fixed to the driver basket);
Anyhow, the (full-range) signal comes into the tweeter from the headunit and is seperated - the high end of the signal is played through the tweeter and the balance of the signal is spat back out (through the other pair of cables) down to your driver unit.
If you're fitting a new component set, you need to identify which of the two pairs is carrying the signal and connect that to your new crossover - this will then split the signal between your new tweets and new drivers*. If you're replacing the standard fit components with a pair of coaxials, again - identify the incoming signal wire and take this directly to the new coax's.
If you're looking to run a new pair of coax's as well as the standard fit tweeters then you;re going to strugglre to do so without impeding the head unit (plus it will sound pretty pap as it will be massively over-trebbled).
If you can let me know exactly what you're trying to do/replace I might be able to help a little more/be a little more specific.
*To locate which of the two pairs of wires is the 'signal' pair, disconnet both sets from the speaker and test each pair of terminals with a multimeter, whilst music is playing (use it set to a very small voltage increment, it won't pick it up if you're using a 200v setting). The pair with the reading on the multimeter will be the pair connected to the headunit. You can also use this technique to determine which of the two terminals is positive and which is negative.
