my mk3 golf 1.9 D is behaving weird?

Im not very mechanicaly minded but this prob is confusing me:
All of a sudden all the water emptys from the resivoire, the water warning light comes on but the engine(according to the temp gauge) dosnt over heat. It gos through oil quite quickly too, but that needs topping up once a month or so.At the same time as all this happening the heaters only gives cold air.It starts well hot or cold.....
Can anybody help?

Nick
January 2011