Our '97 Golf bought new had a pair of these and Vortex (or maybe Votex) written on them. My '02 Golf does not have this but I guess its got a more recent alarm.I don't have one on my car now, but many moons ago I had a Polo with a Cat2 aftermarket alarm with remote c/locking. I never used the funny little key (my socket was in the glove box) but I was told that it was to be used should the alarm ever screw up.
Apparantly Cat 1 alarms can't have this lock by-pass thingy as it's a security issue.
I had one of these on my 98 GTI 1.8T (S147 BFW), it was one of the first 1.8T in teh UK and the utrasonics were retro fitted by the dealer about a month after the car was delivered.