PGLAN,
I'm new here and I certainly wont contradict what a veteran like chittychittybangbang tells you but I wanted give my point of view, just for thought. I also just bought a 1999.5 Jetta. Mine has 170,000 miles. Mine also started going into limp mode and after hours and hours of online research and troubleshooting, I found that my VNT vanes were indeed sticking. I found a thread on TDIclub website discussing the cleaning of the exhaust side of the turbo with easy-off oven cleaner(on the car). Long story as short as I can make it, I did the Easy-off cleaning and it worked GREAT!
Here's my reasoning. I HAD to clean or replace the turbo (only 2 choices). I didnt want to spend $600-700 on a new turbo. I also didnt want to take 1 or 2 days in the middle of winter to remove, disassemble/clean, and reinstall my turbo. My research also revealed that sometimes, these 12 year old turbos wont come apart without serious damage. So I chose the quickest, cheapest fix and worst case, it wouldnt work and I was right back where I started. Plus, quite a few of the gurus say that these VNT-15 turbos will last as long as the rest of the engine and lots of replacements are done needlessly.
Hopefully you have a simpler cause of your limp mode but if it is your turbo, there is at least one more option available to you. Please dont take my word for it though, research it yourself. Its a long thread, has a lot of important considerations, and shows the evolution of the idea followed by many testimonials.
Good luck
http://forums.tdiclub.com/showthread.php?t=246287
http://forums.tdiclub.com/showpost.php?p=2602928&postcount=48