Volkswagen Jetta engines come with built-in fuel pump cutoffs for safety purposes. Fuel pump cutoffs are also used to help preserve and maximize fuel efficiency.
Your Jetta engine is powered by fuel that is pumped into your engine from your gas tank. A fuel pump accomplishes this, but if for some reason the engine or fuel pump were to malfunction a fuel pump cutoff would prevent fuel from being leaked.
According to the VW Jetta service manual, the fuel pump "engages whenever a rupture in the fuel line occurs or any situation in which the fuel receptacle is overloaded."
Your fuel pump cutoff is located on the end of your fuel pump in the area that feeds into your engine.