Heater doesn't work

I got up this morning and it was minus 20 out and my 2004 Jetta 1.9 L TDI's cabin heater decides to not work. The fan works but there is nothing but freezing cold air coming out the one day that I really need it. I am beginning to think I will never buy another VW ever again. What a head ache! Anyways does anyone know what the problem might be?

Thanks,

Angus

How was the engine temp gauge? Bad thermostat?