Steering wheels shaking are usually attributed to bad steering racks. The steering rack is unstable and will not be able to safely control the vehicle. It should be replaced.
where is power steering reservior 2002 vw jetta tdi
how to change the power steering pump belt on a 1992 jetta
This 2006 Jetta press release says that the Jetta has "electro-mechanical steering." That means there is no power steering fluid as is needed for a hydraulic power steering system. Electro-mechanical offers fuel savings, as there is no hydraulic pump that is driven all the time.
In the power steering pump
A 1991 VW Jetta's power steering reservoir is located towards the front of the engine bay. The unit can be seen placed on top of the power steering pump.
I am an owner of a 2000 Jetta and I've wondered the same thing...as far as I can tell by the owner's manual the Jetta does not use "power steering" fluid it uses "hydraulic" fluid (Pentosin CHF 11S Synthetic to be exact). I've also just found more about it at: http://www.germanautoparts.com/Volkswagen/Jetta/Steering Hope that helps!
CHF11S type power steering fluid is recommended for the 1995 Volkswagen Jetta. Make sure not to overfill the fluid container.
Check the power steering fluid
The newer VW's have a electro mechanic steering system so there is no power steering reservoir typically found in hydraulic steering systems.
under the dash to the left of the steering wheel
I have a 2000 jetta gls, and the power steering fluid tank is located on the p[assenger side in the engine compartment next to the fuel lines and the washer fluid tank, it has a green lid with a picture of a steering whel on it, hope that helps.
right in the middle of the steering wheel.