http://www.mk5golfgti.co.uk/forum/index.php/topic,2016.0.html (thanks Shaun!)
The start of this will show you what you need to know. You obviously only need the bit that tells you how to remove the trim and then it's just the 2 screws. No need to actually remove lids, etc..
CAUTION: Before you attempt to unplug the ESP switch (and any others), place a cloth underneath the ashtray as you can guarantee that the little silver-coloured spring clips that hold the switches in, will jump out and do their best to hide away in the depths of the centre console, never to be seen again! With a cloth underneath, you'll stand a chance of catching them! If you can unplug the connectors without dislodging the switches themselves, you might manage to remove the ashtray with the switches and silver clips still in place. That is the preferred method, but they quite often pop out when you unplug the connectors!
You can see the clips above the white and orange switches in this pic..
It should only take you about 10-15 minutes the first time!
Good luck!