Golf 2000 GTI 5 speed gearbox problem

Has anyone had a problem and cured it on my 2000 VW manual Golf GTI 1st and 2nd gear stick when cold? After it has warmed up it is OK.

Same problem on my 1998 Golf, feels like I'm trying to shift through ice ... I don't think there's much one can do about it though, other than shift carefully or move to a warmer climate :p

edit: maybe I misunderstood, did you mean when the car is cold or the weather?