I presume its a pre-facelift GT TDI you have? If so you will need a GTI/facelift GT/Jetta/Golf Estate slam panel, along with upper and lower members, and bumper guides.
There are a few bodyshops that can fit without the above, by making custom brackets etc, but what you save in parts, you'll spend in labour. My advice would be to search ebay and breakers for genuine secondhand parts.
Good luck, and if you need advice PM me, as I have done the conversion in the past.