you have probably got an airlock in the system. i was once told to run the car with the bonnet closed untill you hear the fans cut in, then switch on the heater (for some reason) and this should clear any air leaks. i believe this was also meant to be done with the expansion cap off. howevever, after going to a vw main dealer, i have since been told that this is not enough, and that the system needs a special method of bleeding the air off. how true this is, i don't know, but my heater isn't as good as it used to be, and that's since having a cambelt/waterpump change.