Here you go, I've copied and pasted the link from VWvortex for you. All you need is some braided earth cable (halfords sell a suitable one for car batteries (it's in the car battery section in halfords))
I got mine from Halfords for £7 I think it was. You do need to tie the ends of the cable together to stop it from working it's way out, I used copper wire.
Here's the post from Vortex:
The catalytic converter shield is tack welded on the front end but free on the rear end. There was originally some braided wire packing at the rear to keep the shield from rattling against the pipes. Mine was deteriorated and had been damaged, I think, when I sustained some oil pan damage last summer -- big jolt to the system when running over a muffler on the highway.
The fix is simple. Bought a foot of 3/16" braided stainless steel cable. I used about 8 inches and layed in the lower bead line on the catalytic converter shield (see picture below). You can see a bit of the cable thru the gap in the upper/lower shield on the left side. (1/4" cable would be a better fit, but this will work for a long time.) Cost: $1.84
The local VW parts man dug out an exploded drawing of the system but it showed NO parts or packing for this problem.