It's very easy, and you don't have to mess with the relays to disable the DRL in most VWs. In my 2001 Jetta VR6 I just put some tape over the TFL pin in the light switch.
To get the light switch out just push the knob in and turn it clockwise, while the switch is in the off position. Then pull and the entire switch and wiring harness should pop out easily. Unplug the connector from the back of the switch (squeeze on the sides as you pull to release it) and then look in the back of the switch. There should be a pin (or "blade") marked TFL. Just used a little tape to cover the pin, connect it all back together, push the switch back in and turn it counter-clockwise to re-engage the locks that hold it in your dash.
You should be running without DRL now. This same procedure worked in my old 98 Passat and in my friends 2000 Cabrio... I imagine it is similar for any VW that uses this style switch.
For some nice pictures of how to do this, go here:
http://www.vwmkiv.com/drl.htm
Lots of DRL information:
http://www.lightsout.org/
Good luck,
Kevin