1. Check your coolant temperature sensor. To do this, unplug the sensor and verify that the glow plugs remain on for the maximum duration, and that the engine starts okay when you do this. The coolant temp sensor on the older cars is located where one of the coolant hoses goes into the cylinder head, it's on the front of the cylinder head towards the driver's side. I don't know where it is on the newer models, but there's a pretty good chance it's in the same place.
2. If that doesn't solve it, check your injection timing. Easiest way is with a VAG-COM, there's a list of people who have a VAG-COM in the maintenance archives.
Brian P.
'96 Passat TDI mit UPsolute