Replace your VW Golf's fuel filter every six months or 10,000 miles to protect its fuel system from dirt and rust.  Fuel is sprayed at extremely high pressure through a pin-sized hole.  If the fuel is dirty, it erodes the ends of the injectors.  This can cause injection problems and makes your engine shake and start hard.  You can buy many fuel filters for the price of one set of new injectors.  Change your filter regularly to save money!