I just cracked this nut a few days ago on my 2002 TT with AMU engine. ECU uses 10400 baud. See my post here
http://nefariousmotorsports.com/forum/index.php?topic=20150.new;topicseen#new for tools I used to pull the SKC from my ECU. So first thing I would do is verify your tools are using 10400 baud rate. When I used 9600 I got timeout errors while "waking up" the ECU. Switched to 10400 and it was smooth sailing.