On my 2003 Jetta, the 12V lighter outlet is constant. That doesn't help you though. I would check vwvortex, they may have something about the circut system in a 2006 Jetta. My other suggestion is to take a multi meter to the fuse box and run new wiring through the car. I did this when I intalled a computer.
Again I don't know a 2006 fuse box, but mine has several systems build in three basic lines. One are systems that are on constantly, and another is on after the ignition is switched on. You probably have something similar and a multimeter can determine a switched and constant circut. Becareful, there are lost of warnings about messing with the fuse box.