The VW keys are usually 3 piece keys.
But there were also some model year changes on the anti theft and keyfob as I recall.
You should be able to order the actual key blade cut for your car via the dealer, then there is a small pin you punch out to replace or exchange the key blade. I would hope the key blade would not be too expensive??
The hard part is getting the anti theft part of the key to work with your car. This is not easy on the VW's from my understanding. I think the 2002 has the newer version of anti theft transponder.
I would doubt you would fry or damage anything with your improper key. There is also a way to program the keyfob to the car as well.
Before you invest too much time and effort in trying to make your current key work, check to see what the dealer key blade and anti theft part cost. Also check to see if they dealer REALLY knows what is required to make your new key work.
There are some select locksmiths in major metro areas that have the ability to get the anti theft portion of some keys programmed. Google and search the phone book and see if you can find one that knows what they are doing and how much they charge.
Good luck.