1. check if you shut your doors properly. alarm wont arm if there switch contact inside the door is off
2. your alarm module is underneath the sub box left handside of the boot, thats got a 7.2V NiCAD rechargeble battery, I don't know how long you left your battery unplugged but if its too long then that alarm battery needs time to recharge.
3. ignition on, wait 10 secs, start car, then off, key out, then lock the car, that should reset the arm cycle.
4. scan with vagcom, group 46 problems will show up the fault log