A couple of questions:
1. Is your monsoon the single din or double din setup? Some 2001's came wit the Double Din setup
2. Do you have a CD changer installed?
There are a couple of ways to do this:
(Recommended if you have the Double DIN setup)
Ditch the Monsoon Headunit and get the wiring harness that is made to tap into the monsoon amp and an aftermarket Headunit (this is what i did because the Monsoon deck sounds HORRIBLE), but believe it or not the amp and the speakers hold their own!.
Some of the Double DIN units starting in late 2001/ early 2002 had the incorrect wiring placement in the wiring harness from the factory but i dont think this will be a problem for you, but just in case it is there is a very simple fix for it without cutting any wiring..here is the link:
VW Vortex Forums : Monsoon Wiring Fix
The other alternative
You can add RCA inputs to your VWs monsoon system through the pre wired CD changer input in the trunk...if the trunk wiring is not present i believe you can still do it at the head unit.....this is the cleanest setup you can get without manually wiring in a couple of AUX inputs.
This is made specifically for our cars with Monsoon systems but its a little on the pricy side at around $69.99 but a workable solution if you are willing to pay that much for it.....and its cheaper than a new headunit