Since I cant reply to a later post I thought I'd share my experiences with this issue that seems to be common in the mk4.
I retardidly ran out of petrol one day not long after having bought my 02 golf, ive stalled it countless times (getting used to it at first) and one day an emessions workshop light comes on. Got a friend to take it off using his cable n software but surely enough it came on again. I think it basically came on because id let a load of poo get into my engine.
Took it to a garage and paid £180 for a new OXy SENSOR (plus some other little bits) (old one was apparently faulty - and had not been replaced since 2002 so I think it was genuinely faulty. Anyway, the light went off and I thought it was all finally over!
Not! - light came back on on halloween night, spooky! - The car at approx 60mph did a bit of a missfire or chudder and then the !EMISSIONS WORKSHOP! came on right after it, I thought for god sake!
So what I tried was this.
I filled my tank right up as far as it could go and pumped in a bottle of redex engine cleaner. My tank is about 3/4 full now and last night after having driven around last night on hills and doing hill stops, reving quite high in first gear the redex seems to have cleaned up (fingers crossed) what ever emissions problem I had cos the lights now went off!
So just a thought to anyone having that issue, try a bottle of redex if you know your sensors are not faulty.