I just tried changing mine last weekend. I read the quattroworld procedure, 5 minutes job my ar$e lol. The little bu@@er must be the original one from 16 years ago and its properly corroded in there, it would not budge. So I left it in for now.
http://forums.quattroworld.com/a8/msgs/39064.phtml
I am going to try anti-seize solution, namely a mix of around 70% vegetable oil from supermarket and 30% acetone (nail varnish remover). Its worked wonders on a few other things so far.
My only slight worry is the housing the temp sender is jammed into appears to be plastic I hope the small amount of acetone doesn't harm it.
So I don't want to scare you but be prepared for a fight
I hope your one is not corroded and easy to remove.