Hi

I had the same problem also with Golf MKII VR6 '95 model, at least your swiched off after 3 seconds, mine will let me drive the car and just switches off driving and any speed 120KM per hour or more, was scary for the engine to shut down at that speed.

SOLUTION:
Replace the ignition starter switch, not the one you put your key in, but the one underneath, it is made of plastic, and please do yourself a favour and buy a genuine vw part.