Never mind, I just found the info thanks to another knowledge backed post by the doctor, Carl Ijames!...
"...VW Part # is 021-906-262-B. It is the front, pre-cat, oxygen sensor."
and I got this from autozone.com today (8/26/2007):
2003 Volkswagon Beetle 1.8 Diesel
Bosch / Oxygen Sensor
Sensor located before catalytic converter
Part # 17014
$50.99
Thanks Carl!
-Banning.