Yep, I had it done on my R32. Just tell your mate to head to his dealer and ask for the 'anti-hijack' function to be turned on. It takes 5 mins over the VagCom. Make sure its done for free!! If they have not heard of the anti-hijack term, its the function that will lock the doors when the car goes over 9mph and then unlock them when the car is stopped and keys removed.
Hope this helps!