The fuses are in the fuse box in the engine compartment.. by the battery.. I am not sure if your car is MK3 or MK2 but either way the fuses are in that engine conpartment fuse box..
Mk2 fuses are...
Fuse # 5. 30amp. Green. Heated windscreen. (left hand side)
Fuse # 6. 30amp. Green. Heated windscreen. (right hand side)
MK3 is.....
Fuse #11 - 30A - Heated Windscreen
Fuse #13 - 30A - Heated Windscreen
R
November 2009