If it's a manual it's supposed to whine when reverse is used, if it's an automatic it probably just needs Transmission Fluid.
We would need to know where the noise was coming from and under what conditions it made the noise in order to make an assessment.
Some cars make noise like a squeak or a chirp when driven in reverse if they have high mileage. This noise is a warning that the transmission needs to be serviced. The filter should be changed along with the fluid.
where is the reverse light switch located on a 2002 jetta with a stick shift
most of the time when a u-joint starts going out it will make noise in rewind first
Where is the noise coming from? If its from the fenders or wheels is a much different problem than if its coming from the transaxle.
Worn motor and/or tranny mount.
does it have a ecotek valve fitted?
It should not. A U-Joint that is worn will make a knocking sound when it starts or reverses.
Sounds like rear brake is locking up, on which ever side is smoking.
that happens to me also, but to avoid the noise before going into reverse put in in first then put it in reverse that'll work!
Compressor locked up.
clutch packs going out