I wish I could find some truly authoritative info on keys, Immobs and ...
I have heard (read, actually) that a key that your car is programmed to accept will stop working if left immobile for a few months. Someone suggested taking them out and shaking them to recharge the Immob chip battery...
I have 3 keys programmed for the car. I guess I will cycle through them every 2 weeks or so to make sure I don't let one fade out and have to pay another $50 to have them programmed.
Definitely try the other key. Somehow, in this wild and wooley world of VW keys, one may have flaked out.
The Immob icon should light up when you move the key to the "On" position. After the ~2 second systems check where most/all of the display icons are lit, it should go off. If it is not lighting at all, you may have burned up an LED. If it is lighting and going off after 2 sec. it is accepting your key.
However, if you vehicle is starting and dying, and it is Immob related, this icon should be flashing immediately after the 2 second "everything on" stage and until you cycle the key back to the "Off" position. Of course if it never lights and the LED died this line of inquiry is going to be hard to follow...
Another thing that can cause the instant stall is a stuck anti-shudder valve cutting off the air. The theory goes that while the car is off the 2 sides of the valve, not having a perfect seal, equilibrate, letting some air in. This air is just enough to start the engine, but then the engine is immediatly starved for air and dies.
Check here for anti shudder:
http://forums.tdiclub.com/showthread.php?p=1214327