Check the panel on the left hand side of the trunk, there should be a mounting space and wires already there. The panel will have two round clasps to open it.
Note - I have seen a very early 99 Jetta that didn't have the CD changer wires or mounts in the trunk, it was a base model TDI Jetta, first one to ever come to my local dealership (it was a compny car for the company I worked for).
My 1999 Golf has the mounts and the pre-wiring.