Hey all, just added a Glovebox to my 95 Golf. Its sweet.
I used this site - http://web.archive.org/web/20080614220725/http://matndahat.dhs.org/jetta/glovebox.htm - Read this first, there may be some legal issues
Anyhow, I just thought I'd add a few tips for the DIYers.
1 - No need to use a grinder, dremel, or torch to cut out the old knee-brace. I used some Weiss Tin Snips. Worked great with a few tugs from a pair of large pliers.
2 - Make sure you reinstall the lower airbag cover screws - they won't hold the new glove box in, but you have to remove them to take off the old knee cover. They are 8mm, a deep socket works well on a 1/4 drive ratchet. You'll have to use the socket at an angle and crush part of the old knee brace. Don't worry if you change your mind, its will flex back. Reinstall these screws BEFORE you install you glove box as it will cover these important bolts back up.
3 - Make sure you get a LOWER glove box, not an upper one.
4 - Expect to pay anywhere from $40-$90 off E-bay or here, make sure it comes with the color you want. They come is "beaver" (gray) and black.
5 - Your key won't work in the "new" latch.
6 - There is no light, you are on your own for this one.
7 - The screw in the far left hand corner (lower) didn't line up on my 95. But I got 4 other screws in it, and its fine.
8 - To drill the 3 holes, here's a secret. Open the glove box, and push in on both sides of the door to slip it past the bump stops. The box drops all the way down, and you can easily get a cordless drill and a center punch to get the holes perfect, no double install like the DIY at the top of the post says.
By some cool twist of good karma for this post - MY KEY DOES FIT THE BOX!!! HAHAHAH!!!! See, good things can happen!