I watched the video here:
1AAuto.com Replace Change Headlight Volkwagen Jetta 1999-04 - YouTube

but he doesn't actually (from what I can tell) put a new bulb into the new headlamp he puts in...

then I found this wiring diagram:
Volkswagen Jetta Headlight Bulbs

and i'm worried that the retaining clip (2) might have come loose...