Several newer cars use a cartridge type oil filter. Unlike a conventional filter where you replace the entire filter and metal housing, on this type you basically unscrew a cap and replace the paper filter element only. Usually an oil filter socket is used to take it off. Oil filter sockets can be purchased at most parts stores, Sears, etc. Here is the best pic I could find of one.
The VW dealer should have this tool.
Oh and the plastic cap piece isn't replaced during the oil change, just the paper part.