In the spirit of keeping relevant info in this thread, the axles are a little bit of a PITA with the different tools and whatnot, so I thought I would add a link. I actually couldn't remove my driver's side, I had to remove a transmission switch from the auto and pull as much as I could into the engine bay so the boot was on top of the transmission (and therefore wouldn't be torn or have the transmission brace against it while dropping)
This is in the "how to" section, and it is for replacing the stock axles with the VR6 ones. All the removal and installation is the same, just delete the part about removing the cups from the transmission. It is a great writeup with complete pictures so you can see what needs to be done.
http://forums.tdiclub.com/showthread.php?t=138801
In other news, my clutch setup didn't get on a plane until last night, so it will likely be another week before I can continue the swap.
Advice: Be sure you have all your parts in hand before starting the process... it happened to alphaseinor too!
In addition to the standard full tool set I have laying around, I also needed to purchase: 8mm and 10mm triple-square bits, a 30mm 12pt socket, and 3/4 to 3/4" hose coupler.
I would also highly recommend an impact wrench, I had to use a breaker bar on nearly everything to crack it - 5 years and 112k miles will do that, YMMV.
Edit: Also, in dropping the transmission - a pry-bar is your best friend (although I used a ball-joint tool).
Don't forget your torque converter is full of ATF as well, so when you lower the engine/tranny and have to go up and down a few times, you very well might get a large ATF spill - have your box or oil tray underneath to catch the pending spill.