My check engine light comes on periodically and I'm pretty sure it's the O2 sensor but would like to diagnose first. Stopped at an Auto Zone to use theirs and the guy got pissy when I told him it was a '95 Jetta. It's funny, I have a Chilton/Haynes manual and it is not clear. I checked by the ash tray, down by the passenger's feet and under the hood. Can't find the interface.

I have a 96 jetta and mine is located to the right of the ashtray. There is a little black piece to the right of the ashtray that has an OBD symbol on it and it pops off to expose a purple outlet for OBDII. Yours may be different cause I think the 95s may be OBDI only.

Yes, the location is the same & looks identical, but the generic scan tool will not be able to communicate w/your '95. You need a VAG or VAG-COM scanner.