engine dies after accelerating on 2001 Volkswagen Golf

I have a 2001 VW Golf TDI 4 cylinder. There has been a persistent problem of the engine dying. It usually occurs a couple of miles (at the most) after startup, and not all the time. I am able to restart within 10 to 30 seconds. I have no clue as to what triggers this occurrence. The car has approx. 35,000 miles on and is not driven everyday. I have kept up on oil changes and scheduled maintenace. I am the only owner of the car.

Asked by for the 2001 Volkswagen Golf
Have you checked for fault codes? Kragen or Autozone stores can do this for free.
You may have an immobilizer issue , is the logo on the dash flashing when the car dies?
When the car won't start note whether the "check engine" and "glow plug" warning lamps are lit normally. If not the supply relay , labeled 109 , is faulty. Common failure.