[whitedog]

3. You turn the key to start and nothing happens. You don't get any lights, beeps, buzzing, clicking or noises from the engine compartment.

The basics.

You need to get power from the battery to the key switch and when the key switch is turned to the run position, it needs to go out to power the ECU and to your accessories.

Troubleshooting.

First, verify that all is good with #1 before proceeding here.

Fuses, fuses, fuses. Check all of the fuses, even if they don't seem related and don't forget to check the fuses on top of the battery, if applicable.

Next up is ground wires. Bad grounds cause all kinds of havoc and my rule is if you check things and you start to think that there is no way that could happen that way, start checking grounds. It has been reported that the ground for the ECU can corrode the connection. It sits under the windshield wiper cowl here:



It's about center of the picture and has the brown wires going to it.

These cars have lots of grounding points. The other main ones are under the battery tray on 2005 and earlier but elsewhere on the 2005.5 and later.
Next start following the power path, starting with the battery. If you have 12 volts there, you should be able to get a feeble dome light if nothing else. Check the fuse bars for voltage.

Here is a link to a post by alphasenior detailing the Park Neutral Relay on a 1999.5.

Actually the whole thread is worth reading.
http://forums.tdiclub.com/showthread.php?t=161054

Here is a link to a thread where Dick Larimore helped someone with their PNP Relay. Again, more good information.