I don't know if the same applies to the VR6 but on the 1.8T you can find the oil filter by centering your self under the front of the car. Directly behind the radiator is the oil filter about midway up the car. Hoses can get in the way and block you from seeing it sometimes. Hope this helps.
My brother has a regular 2.0 jetta, and I got a jetta VR6. The location of the oil filter is different on the VR6 here is a link to find it.
http://forums.vwvortex.com/showthread.php?1749962