2002 Volkswagen TDI bad exhaust fumes

it sounds like you have an exhaust leak at the flange or the exhaust manifold, or the exhaust manifold may be cracked, this is how to check that, you will need to people, the first person will take a rag and plug of the exhaust at the rear of the car while it is running, the other person will listen for an exhaust leak or look for black smoke, a diesel is usually is pretty easy to find an exhaust leak, , where the exhaust is leaking. It will be covered with black soot.