regulators appear on fleabay most days. However, in my case, it was only the clamp that was bust (That holds the window itself). The guides were fine, as was the motor.
£80 from your local VW dealer. If it's just one bit that's broke, you can always get the rest of it on ebay.
The bit that holds the window clamp onto the wire is made of plastic and wears after a while. Have a look inside (which again is easy) and if the window can be moved up and down then it's probably the guide.
To have a look inside:
Take off speakers (I though they got in the way), push down the lock and unscrew the plastic pin
Prise off the plastic near the door handle (flat bladed screw driver) and unscrew the two screws.
From the bottom of the door panel, pull hard and it should pop off. work your way around until you have just the top attached
Pull the bottom away from the door, then the top of the panel should pop off. take some care with the door handle itself (that opens the door) you should be able to guide the panel around the handle
As for the black insulating foam. This is glued on and can be prised off with a putty knife (I did this before I learnt about using a hair dryer on low to melt the glue: DO NOT let it get too hot)
You should now be able to see the internals. The regulator should be held on by 4 screws with one for the motor although I can't remember exactly. I think they are around 8mm big
Have a friend help you with the window as once unbolted, it's heavy and gets in the way
Hope that helps