I would check with your Volkswagen dealer for the recommended sealer or gasket application for your particular VIN #; (I'm not seeing a year, model or engine code in your info). Some of the VW engines; I think just use a sealer, instead of a gasket.
For example; for a 2000 new beetle with a 2.0L;
www.vwpart2go.com lists only a sealer for that particular car:
Part: OIL PAN SEALER
Part Number: D-176-404-A2
Description: OIL PAN SEALER
Price $20.63
From what I can tell; it is possibly, just a relabeled version of a Victor Reinz product, which is cheaper through your normal auto parts store.
Engine Sealing Compound (OEM Spec, 70ml)
Victor Reinz
OE Part #: D176404A2
Mfg Part #: 703141410
$12.95
You can download the VR info about the product here (.pdf format):
http://www.victorreinz.com/EN/Products/Sealing-compounds.aspx
So, it really just depends on what way you want to go; genuine VW sealer (or the VR equivalent for less money) or aftermarket gasket solutions, like Felpro. In my opinion: I would think; if the engine sealer solution, is applied correctly; that it would be less prone to leaking long term, then a traditional gasket.
Using the Felpro solution:
I would go with the recommendation from Felpro; their gasket sets, usually come with a instruction sheet included with installation instructions and any specific sealer info they recommend using. What is the part #?
You can call Felpro tech support; they could probably answer any questions you might have about installing their product.
United States
Product Technical Support
Techline
Phone: 800-325-8886
3168 Riverport Tech Center Drive
Maryland Heights, Missouri
63043