I've had this on nearly all my VW's. As was said in one of the earlier posts, jack up said wheel and chock the car, loosen lug nuts, and release handbrake (if rear wheels) or slip into neutral on the transmission (if the front). Then using a hide or rubber mallet, just keep hitting it on the inside rim, rotating the wheel 90 deg every so often (important). After a few revolutions of banging the rim, the wheel will start to wobble on the hub and you can then just use brute force to "wiggle" the wheel side to side until it frees itself.
I've always then cleaned up the rotor hub face with a wire brush and used a product in the UK called "Copper Slip" - which is a copper based anti-sieze paste, lightly smeared around the hub (not sure if you guys in the US have Copper Slip but I'm sure you have something similar).