There should be instructions in the manual. As far as I can remember you should only be turning a screw clockwise up and anti clockwise down.
Unfortunately Jetta 3 headlights are horribly inefficient, I don't know how they ever got the OK to go ahead with the design. Good luck.
Just found this:
Your Volkswagen Jetta headlights can be adjusted at any time, but normally only need to be adjusted when you replace the headlights with new housing assemblies that do not come pre-adjusted from the factory. The headlights on your Jetta have two adjustment screws. The vertical adjustment screw is on the top of the headlight housing. The horizontal or lateral adjustment screw is on the inside edge of the headlight housing.
Difficulty: Moderately Easy
Instructions
Things You'll Need:
Phillips head screwdriver
1
Park the Jetta so that it faces a closed garage door, 25 feet away.
2
Turn on the headlights and open the hood.
3
Turn the vertical adjustment screw on the top of the headlight housing until the center of the headlight beam is positioned at the bottom of the garage door where the door meets the ground. Turning the adjustment screw counter-clockwise will adjust the headlight up while turning it clockwise will adjust it downwards.
4
Turn the lateral adjustment screw on the inside edge of each housing assembly until the headlights overlap by 50 percent. Turning the adjustment screw clockwise will turn the headlights to the left, while turning it counter-clockwise will move the headlights to the right.
Read more: How to Adjust Jetta Headlights | eHow.com
http://www.ehow.com/how_6392415_adjust-jetta-headlights.html#ixzz1B6zzuKaQ
Also this:
http://forums.vwvortex.com/showthread.php?5143536-Headlight-Adjustment
Hope it helps