The golf mark 4 radiator coolant mixes with the gear box ATF. what's wrong? on 2003 Volkswagen Golf TDI

1. Is this a common problem?
2. What should be done?

Asked by for the 2003 Volkswagen Golf TDI
Don't drive the car until this is rectified. The transmission cooler must have failed, it is on top of the transmission and has two water hoses going to it. (It is under the air filter housing). Takes under an hour to replace.