Small fan should be working when your AC is turned on.
Unfortunately this information is not true.
On the MK4 Golfs the small fan comes on with the A/C but on the MK5 if the ambient temperature is low (I would guess less than 15C) then it does not come on straight away.
I fell into the trap of people telling me that there was something wrong as neither of my fans were coming on with the A/C with ambient temps of 10C. I tested with VCDS, both fans behaved normally. I pulled the fuse and put it back in again, no problems.
Today I started the car with an ambient temp of 16.5C, turned the AC on and the fans turned on at low speed. I asked someone on here to check their MK5 GTi as well and their's behaved exactly like mine. I know that the 2.0 TFSi Audi A3 behaves like mine too, so I doubt there is any evidence to suggest that the 'small fan always comes on with the AC.'